+1,539.1%
ATI vs PFG
+985.4%
+553.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +4.2% | +2.4% | +1.8% | +2.7% |
| 30D | -2.5% | +5.9% | -8.4% | -5.9% |
| 3M | -19.4% | -0.4% | -19.0% | -19.6% |
| 6M | +11.1% | +14.8% | -3.8% | +1.0% |
| YTD | +59.5% | +31.9% | +27.6% | +33.0% |
| 1Y | +85.8% | +38.8% | +47.0% | +50.1% |
| 3Y | +311.9% | +82.4% | +229.5% | +180.7% |
| 5Y | +963.2% | +94.7% | +868.5% | +590.4% |
| 10Y | +977.6% | +187.0% | +790.6% | +478.7% |
| All | +1,539.1% | +985.4% | +553.7% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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