+314.3%
ATI vs PENG
+184.4%
+129.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +12.4% | -8.0% | +1.8% |
| 7D | +6.2% | -19.4% | +25.6% | +10.0% |
| 30D | -7.1% | -42.4% | +35.3% | +2.5% |
| 3M | -21.3% | -25.6% | +4.3% | -18.5% |
| 6M | +6.5% | +7.3% | -0.8% | -2.5% |
| YTD | +53.2% | +113.9% | -60.7% | +16.9% |
| 1Y | +82.7% | +93.6% | -10.9% | +42.4% |
| 3Y | +314.3% | +170.2% | +144.1% | +171.0% |
| All | +314.3% | +184.4% | +129.9% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling