+572.2%
PBR vs ATI
+1,021.8%
-449.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +5.8% | +2.7% |
| 7D | +4.2% | -2.7% | +7.0% | +4.6% |
| 30D | +22.7% | -13.5% | +36.2% | +25.1% |
| 3M | +21.5% | +8.5% | +13.0% | +19.4% |
| 6M | +24.0% | +25.2% | -1.2% | +18.5% |
| YTD | +88.2% | +73.4% | +14.8% | +69.7% |
| 1Y | +74.8% | +160.5% | -85.7% | +45.9% |
| 3Y | +105.1% | +347.3% | -242.2% | +48.5% |
| 5Y | +572.2% | +1,049.0% | -476.7% | +294.7% |
| All | +572.2% | +1,021.8% | -449.5% | +294.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling