+72.9%
PBR vs ATI
+86.4%
-13.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -7.1% |
| 7D | -11.0% | +8.3% | -19.3% | -9.9% |
| 30D | -18.8% | -7.3% | -11.5% | -18.6% |
| 3M | +7.8% | -10.5% | +18.3% | +7.6% |
| 6M | -7.6% | +16.4% | -24.0% | -5.7% |
| YTD | +72.7% | +56.1% | +16.6% | +77.7% |
| 1Y | +72.9% | +86.5% | -13.6% | +74.9% |
| All | +72.9% | +86.4% | -13.5% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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