+1,535.7%
ATI vs PFG
+1,008.7%
+527.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +1.3% | +3.0% | -1.6% | -0.5% |
| 30D | -4.8% | +8.2% | -12.9% | -9.2% |
| 3M | -19.9% | +2.7% | -22.6% | -21.6% |
| 6M | +15.4% | +17.2% | -1.9% | +3.6% |
| YTD | +59.2% | +34.8% | +24.5% | +31.1% |
| 1Y | +86.3% | +43.6% | +42.7% | +47.5% |
| 3Y | +318.2% | +85.4% | +232.8% | +182.4% |
| 5Y | +958.6% | +102.2% | +856.5% | +572.5% |
| 10Y | +996.8% | +190.2% | +806.5% | +484.9% |
| All | +1,535.7% | +1,008.7% | +527.1% | +287.5% |
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