+1,025.5%
ATI vs PNR
-21.7%
+1,047.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | -5.6% | -6.0% | +0.4% | -2.7% |
| 30D | -13.7% | -14.0% | +0.2% | -7.3% |
| 3M | -0.4% | -21.7% | +21.3% | +10.4% |
| 6M | +26.2% | -37.3% | +63.5% | +58.1% |
| YTD | +73.2% | -45.1% | +118.3% | +130.8% |
| 1Y | +161.6% | -49.1% | +210.7% | +264.4% |
| 3Y | +346.2% | -14.8% | +361.0% | +359.0% |
| All | +1,025.5% | -21.7% | +1,047.2% | +968.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling