+30.2%
ATI vs PENG
+170.4%
-140.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.4% | +1.8% |
| 7D | -0.1% | +4.5% | -4.6% | -0.9% |
| 30D | +2.7% | -7.1% | +9.8% | +3.9% |
| 3M | +16.3% | -27.3% | +43.6% | +19.8% |
| 6M | +30.2% | +169.6% | -139.4% | -7.8% |
| All | +30.2% | +170.4% | -140.3% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling