+1,121.6%
ATI vs PNR
+667.2%
+454.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.1% | +0.4% |
| 7D | +3.2% | -3.0% | +6.2% | +5.6% |
| 30D | -9.0% | -14.9% | +5.9% | +2.5% |
| 3M | +15.1% | -19.0% | +34.1% | +30.9% |
| 6M | +38.1% | -35.9% | +74.1% | +87.6% |
| YTD | +80.7% | -43.1% | +123.8% | +164.9% |
| 1Y | +167.5% | -46.4% | +213.9% | +310.3% |
| 3Y | +366.0% | -10.8% | +376.8% | +365.3% |
| 5Y | +1,088.8% | -18.9% | +1,107.6% | +1,115.2% |
| 10Y | +1,055.0% | +64.4% | +990.6% | +587.1% |
| All | +1,121.6% | +667.2% | +454.4% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling