+173.0%
ATI vs PEGA
-30.0%
+203.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.0% |
| 7D | -0.1% | +3.3% | -3.3% | 0.0% |
| 30D | +2.7% | +17.7% | -15.0% | +3.0% |
| 3M | +16.3% | +5.8% | +10.5% | +17.7% |
| 6M | +30.2% | -20.3% | +50.4% | +33.5% |
| YTD | +83.6% | -37.1% | +120.7% | +89.3% |
| 1Y | +173.0% | -30.2% | +203.2% | +175.9% |
| All | +173.0% | -30.0% | +203.0% | +175.9% |
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