+662.0%
PBR vs ATI
+1,154.1%
-492.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +5.4% | -5.6% | +11.0% | +7.2% |
| 30D | +22.9% | -13.7% | +36.6% | +28.1% |
| 3M | +19.6% | -0.4% | +20.0% | +18.6% |
| 6M | +16.5% | +26.2% | -9.8% | +5.6% |
| YTD | +86.7% | +73.2% | +13.5% | +52.2% |
| 1Y | +74.7% | +161.6% | -86.9% | +23.4% |
| 3Y | +102.6% | +346.2% | -243.6% | +11.1% |
| 5Y | +566.6% | +1,047.6% | -481.0% | +139.7% |
| All | +662.0% | +1,154.1% | -492.0% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling