+346.2%
ATI vs PPG
-17.4%
+363.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.4% |
| 7D | -5.6% | -6.2% | +0.6% | -2.0% |
| 30D | -13.7% | -7.9% | -5.8% | -9.5% |
| 3M | -0.4% | -10.2% | +9.9% | +5.2% |
| 6M | +26.2% | +2.7% | +23.6% | +22.8% |
| YTD | +73.2% | +4.9% | +68.3% | +64.7% |
| 1Y | +161.6% | -3.2% | +164.8% | +160.7% |
| 3Y | +346.2% | -17.0% | +363.2% | +351.5% |
| All | +346.2% | -17.4% | +363.5% | +351.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 3y: compounded portfolio wealth divided by compounded PPG 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…
3y analysis · Full analysis span regression · 6 months rolling