+86.5%
ATI vs PNR
-31.2%
+117.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -1.2% |
| 7D | +8.3% | +11.9% | -3.6% | +6.5% |
| 30D | -7.3% | +37.1% | -44.4% | -11.6% |
| 3M | -10.5% | +5.7% | -16.2% | -10.2% |
| 6M | +16.4% | -5.7% | +22.1% | +20.3% |
| YTD | +56.1% | -29.8% | +85.9% | +70.3% |
| 1Y | +86.5% | -31.8% | +118.3% | +104.4% |
| All | +86.5% | -31.2% | +117.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling