+85.8%
ATI vs PENG
+130.4%
-44.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -2.7% |
| 7D | +4.2% | +13.2% | -9.1% | +1.8% |
| 30D | -2.5% | -29.9% | +27.4% | +2.2% |
| 3M | -19.4% | -22.2% | +2.8% | -17.8% |
| 6M | +11.1% | -1.9% | +13.0% | +6.5% |
| YTD | +59.5% | +142.1% | -82.6% | +27.4% |
| 1Y | +85.8% | +151.5% | -65.7% | +47.4% |
| All | +85.8% | +130.4% | -44.6% | +47.4% |
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