+1,178.1%
ATI vs PEGA
+170.9%
+1,007.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +2.4% | -6.1% | +8.5% | +4.3% |
| 30D | -9.5% | +6.4% | -15.9% | -11.5% |
| 3M | +10.4% | +2.9% | +7.5% | +7.5% |
| 6M | +31.8% | -23.8% | +55.6% | +39.6% |
| YTD | +80.0% | -41.1% | +121.0% | +103.7% |
| 1Y | +175.8% | -38.2% | +214.1% | +204.2% |
| 3Y | +364.2% | +49.8% | +314.4% | +256.8% |
| 5Y | +1,076.9% | -48.0% | +1,124.9% | +1,217.6% |
| 10Y | +1,178.1% | +173.1% | +1,004.9% | +405.7% |
| All | +1,178.1% | +170.9% | +1,007.2% | +405.7% |
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