+1,141.3%
ATI vs PEGA
+1,994.8%
-853.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.2% |
| 7D | -0.1% | +3.3% | -3.3% | -0.7% |
| 30D | +2.7% | +17.7% | -15.0% | -0.9% |
| 3M | +16.3% | +5.8% | +10.5% | +13.6% |
| 6M | +30.2% | -20.3% | +50.4% | +33.9% |
| YTD | +83.6% | -37.1% | +120.7% | +96.2% |
| 1Y | +173.0% | -30.2% | +203.2% | +184.0% |
| 3Y | +356.6% | +48.1% | +308.5% | +295.8% |
| 5Y | +1,074.2% | -46.8% | +1,121.0% | +1,087.1% |
| 10Y | +1,136.2% | +191.3% | +944.9% | +804.6% |
| All | +1,141.3% | +1,994.8% | -853.5% | +530.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling