+1,141.3%
ATI vs PEG
+1,161.5%
-20.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | -0.1% | +0.7% | -0.7% | -0.5% |
| 30D | +2.7% | -2.4% | +5.1% | +4.4% |
| 3M | +16.3% | -4.8% | +21.1% | +19.7% |
| 6M | +30.2% | -10.7% | +40.9% | +39.9% |
| YTD | +83.6% | -6.7% | +90.2% | +91.0% |
| 1Y | +173.0% | -6.8% | +179.8% | +182.2% |
| 3Y | +356.6% | +34.5% | +322.2% | +254.7% |
| 5Y | +1,074.2% | +35.8% | +1,038.4% | +794.5% |
| 10Y | +1,136.2% | +141.7% | +994.5% | +527.9% |
| All | +1,141.3% | +1,161.5% | -20.2% | +141.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling