+1,117.0%
ATI vs PPG
+617.1%
+500.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +1.9% |
| 7D | +2.4% | -3.7% | +6.1% | +6.1% |
| 30D | -9.5% | -7.2% | -2.3% | -2.9% |
| 3M | +10.4% | -7.3% | +17.7% | +16.8% |
| 6M | +31.8% | +0.3% | +31.5% | +28.5% |
| YTD | +80.0% | +6.5% | +73.4% | +63.5% |
| 1Y | +175.8% | +0.5% | +175.3% | +162.4% |
| 3Y | +364.2% | -15.3% | +379.5% | +402.8% |
| 5Y | +1,076.9% | -22.9% | +1,099.8% | +1,201.1% |
| 10Y | +1,178.1% | +28.4% | +1,149.7% | +746.8% |
| All | +1,117.0% | +617.1% | +500.0% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling