+1,204.3%
ATI vs PENG
+762.7%
+441.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.4% | -3.4% | +1.4% |
| 7D | -0.1% | +4.5% | -4.6% | -1.2% |
| 30D | +2.7% | -7.1% | +9.8% | +4.3% |
| 3M | +16.3% | -27.3% | +43.6% | +21.4% |
| 6M | +30.2% | +169.6% | -139.4% | -4.7% |
| YTD | +83.6% | +164.6% | -81.1% | +33.8% |
| 1Y | +173.0% | +109.5% | +63.5% | +109.1% |
| 3Y | +356.6% | +98.9% | +257.7% | +221.0% |
| 5Y | +1,074.2% | +116.3% | +957.9% | +661.4% |
| All | +1,204.3% | +762.7% | +441.7% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling