+366.0%
ATI vs PEG
+34.5%
+331.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +3.2% | +1.0% | +2.1% | +2.7% |
| 30D | -9.0% | -1.9% | -7.1% | -8.3% |
| 3M | +15.1% | -3.7% | +18.8% | +16.5% |
| 6M | +38.1% | -9.4% | +47.6% | +43.5% |
| YTD | +80.7% | -6.0% | +86.6% | +84.5% |
| 1Y | +167.5% | -4.4% | +171.9% | +169.1% |
| 3Y | +366.0% | +33.5% | +332.5% | +311.8% |
| All | +366.0% | +34.5% | +331.5% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling