+930.3%
ATI vs PEGA
+97.3%
+833.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.0% |
| 30D | -2.5% | -4.1% | +1.6% | -1.9% |
| 3M | -19.4% | -2.8% | -16.6% | -19.7% |
| 6M | +11.1% | -0.4% | +11.5% | +7.9% |
| YTD | +59.5% | -45.4% | +104.9% | +82.6% |
| 1Y | +85.8% | -42.6% | +128.4% | +109.0% |
| 3Y | +311.9% | +45.4% | +266.5% | +216.9% |
| 5Y | +963.2% | -44.6% | +1,007.8% | +1,026.2% |
| All | +930.3% | +97.3% | +833.0% | +429.6% |
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