+1,088.8%
ATI vs PEGA
-47.9%
+1,136.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -0.9% |
| 7D | +3.2% | -2.4% | +5.6% | +3.6% |
| 30D | -9.0% | +9.6% | -18.6% | -10.6% |
| 3M | +15.1% | +2.3% | +12.8% | +13.7% |
| 6M | +38.1% | -23.9% | +62.0% | +43.8% |
| YTD | +80.7% | -39.8% | +120.4% | +95.5% |
| 1Y | +167.5% | -37.4% | +204.9% | +185.4% |
| 3Y | +366.0% | +53.1% | +312.9% | +309.9% |
| 5Y | +1,088.8% | -47.2% | +1,136.0% | +1,008.2% |
| All | +1,088.8% | -47.9% | +1,136.7% | +1,008.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling