+1,091.6%
ATI vs PEG
+148.3%
+943.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | -2.7% | -0.9% | -1.8% | -2.1% |
| 30D | -13.5% | -2.8% | -10.8% | -11.8% |
| 3M | +8.5% | -6.9% | +15.5% | +13.6% |
| 6M | +25.2% | -11.4% | +36.6% | +35.4% |
| YTD | +73.4% | -7.4% | +80.8% | +81.3% |
| 1Y | +160.5% | -8.3% | +168.8% | +172.2% |
| 3Y | +347.3% | +31.5% | +315.7% | +244.8% |
| 5Y | +1,049.0% | +38.0% | +1,011.0% | +736.2% |
| All | +1,091.6% | +148.3% | +943.3% | +604.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling