+367.2%
PCAR vs ATI
+1,073.5%
-706.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.5% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -6.2% | +2.7% | -8.9% | -6.9% |
| 3M | +5.9% | +16.3% | -10.4% | +2.1% |
| 6M | +0.4% | +30.2% | -29.8% | -5.8% |
| YTD | +14.8% | +83.6% | -68.7% | +0.1% |
| 1Y | +30.1% | +173.0% | -142.9% | +4.0% |
| 3Y | +66.7% | +356.6% | -290.0% | +15.0% |
| 5Y | +166.1% | +1,074.2% | -908.1% | +45.8% |
| All | +367.2% | +1,073.5% | -706.3% | +129.3% |
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