+902.8%
ATI vs PEGA
-44.8%
+947.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.9% | +5.0% |
| 7D | +6.2% | -4.5% | +10.7% | +7.0% |
| 30D | -7.1% | -5.7% | -1.4% | -6.4% |
| 3M | -21.3% | +2.7% | -24.0% | -22.3% |
| 6M | +6.5% | -10.5% | +17.0% | +7.0% |
| YTD | +53.2% | -45.4% | +98.6% | +67.9% |
| 1Y | +82.7% | -44.7% | +127.4% | +99.6% |
| 3Y | +314.3% | +45.7% | +268.6% | +265.5% |
| All | +902.8% | -44.8% | +947.6% | +817.4% |
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 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