+1,573.8%
PBR vs ATI
+1,359.5%
+214.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -3.1% |
| 7D | +8.6% | -0.1% | +8.6% | +8.4% |
| 30D | +12.8% | +2.7% | +10.1% | +10.9% |
| 3M | +14.7% | +16.3% | -1.6% | +6.3% |
| 6M | +25.2% | +30.2% | -5.0% | +8.6% |
| YTD | +77.1% | +83.6% | -6.4% | +33.0% |
| 1Y | +69.6% | +173.0% | -103.4% | +6.8% |
| 3Y | +95.6% | +356.6% | -261.1% | -9.2% |
| 5Y | +501.8% | +1,074.2% | -572.4% | +72.1% |
| 10Y | +640.6% | +1,136.2% | -495.6% | +64.3% |
| All | +1,573.8% | +1,359.5% | +214.3% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling