+996.8%
ATI vs PEGA
+92.7%
+904.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.5% |
| 7D | +1.3% | -8.2% | +9.5% | +3.6% |
| 30D | -4.8% | -11.6% | +6.8% | -1.9% |
| 3M | -19.9% | -4.2% | -15.8% | -20.0% |
| 6M | +15.4% | -12.0% | +27.3% | +16.2% |
| YTD | +59.2% | -46.9% | +106.1% | +83.7% |
| 1Y | +86.3% | -47.0% | +133.2% | +114.6% |
| 3Y | +318.2% | +40.9% | +277.3% | +224.8% |
| 5Y | +958.6% | -45.4% | +1,004.0% | +1,020.9% |
| 10Y | +996.8% | +95.9% | +900.8% | +479.4% |
| All | +996.8% | +92.7% | +904.1% | +479.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling