+88.4%
ATI vs PENG
+108.0%
-19.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.3% | -4.1% | +3.5% |
| 7D | +6.0% | -3.8% | +9.8% | +6.0% |
| 30D | -3.6% | -40.1% | +36.4% | +3.4% |
| 3M | -18.9% | -21.8% | +2.9% | -17.2% |
| 6M | +16.7% | +3.3% | +13.4% | +11.4% |
| YTD | +61.1% | +133.6% | -72.6% | +31.5% |
| All | +88.4% | +108.0% | -19.6% | +56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling