+1,091.6%
ATI vs PFGC
+294.6%
+797.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.3% | -3.1% |
| 7D | -2.7% | -4.8% | +2.1% | -0.6% |
| 30D | -13.5% | -17.2% | +3.7% | -6.2% |
| 3M | +8.5% | -6.3% | +14.9% | +11.1% |
| 6M | +25.2% | +8.8% | +16.3% | +19.8% |
| YTD | +73.4% | +4.9% | +68.5% | +67.6% |
| 1Y | +160.5% | -9.5% | +170.0% | +167.9% |
| 3Y | +347.3% | +59.6% | +287.7% | +258.7% |
| 5Y | +1,049.0% | +113.5% | +935.5% | +688.2% |
| All | +1,091.6% | +294.6% | +797.0% | +603.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling