+86.5%
ATI vs PEGA
-44.4%
+131.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +8.3% | -2.9% | +11.2% | +8.2% |
| 30D | -7.3% | -0.5% | -6.8% | -7.3% |
| 3M | -10.5% | +8.5% | -19.0% | -10.5% |
| 6M | +16.4% | -6.3% | +22.6% | +18.3% |
| YTD | +56.1% | -42.2% | +98.2% | +65.1% |
| 1Y | +86.5% | -43.4% | +130.0% | +99.0% |
| All | +86.5% | -44.4% | +131.0% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling