+989.2%
ATI vs PEGA
+1,647.0%
-657.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.9% | +9.1% | +5.9% |
| 7D | +6.0% | -10.0% | +16.0% | +8.2% |
| 30D | -3.6% | -12.7% | +9.0% | -1.3% |
| 3M | -18.9% | -4.6% | -14.3% | -18.8% |
| 6M | +16.7% | -13.1% | +29.8% | +17.6% |
| YTD | +61.1% | -47.6% | +108.7% | +77.5% |
| 1Y | +89.3% | -47.0% | +136.3% | +108.0% |
| 3Y | +333.3% | +42.0% | +291.3% | +276.7% |
| 5Y | +954.5% | -47.8% | +1,002.3% | +964.7% |
| 10Y | +1,067.0% | +92.0% | +975.0% | +817.5% |
| All | +989.2% | +1,647.0% | -657.8% | +470.1% |
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