+1,121.6%
ATI vs PNC
+874.2%
+247.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | +3.2% | +2.3% | +0.9% | +1.7% |
| 30D | -9.0% | -3.8% | -5.2% | -6.7% |
| 3M | +15.1% | +7.8% | +7.3% | +9.7% |
| 6M | +38.1% | +19.7% | +18.4% | +23.5% |
| YTD | +80.7% | +19.1% | +61.5% | +61.3% |
| 1Y | +167.5% | +23.1% | +144.4% | +133.4% |
| 3Y | +366.0% | +132.1% | +233.9% | +173.8% |
| 5Y | +1,088.8% | +52.2% | +1,036.5% | +785.9% |
| 10Y | +1,055.0% | +271.4% | +783.6% | +446.8% |
| All | +1,121.6% | +874.2% | +247.4% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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