+1,031.4%
ATI vs PENG
+644.0%
+387.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.6% |
| 7D | +1.3% | -16.1% | +17.4% | +4.9% |
| 30D | -4.8% | -41.5% | +36.7% | +6.6% |
| 3M | -19.9% | -19.1% | -0.8% | -18.2% |
| 6M | +15.4% | +0.9% | +14.4% | +6.8% |
| YTD | +59.2% | +128.2% | -69.0% | +17.0% |
| 1Y | +86.3% | +98.6% | -12.3% | +41.3% |
| 3Y | +318.2% | +188.2% | +130.0% | +169.1% |
| 5Y | +958.6% | +55.5% | +903.1% | +631.3% |
| All | +1,031.4% | +644.0% | +387.4% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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