+293.0%
PCAR vs ATI
+1,119.3%
-826.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +2.6% |
| 7D | +2.9% | +6.0% | -3.1% | +1.6% |
| 30D | -2.1% | -3.6% | +1.5% | -1.8% |
| 3M | -20.4% | -18.9% | -1.5% | -17.3% |
| 6M | -7.0% | +16.7% | -23.7% | -11.0% |
| YTD | -2.6% | +61.1% | -63.7% | -13.2% |
| 1Y | +9.8% | +89.3% | -79.5% | -5.4% |
| 3Y | +37.3% | +333.3% | -296.1% | -4.7% |
| 5Y | +116.4% | +954.5% | -838.0% | +20.9% |
| 10Y | +293.0% | +1,067.0% | -774.0% | +96.6% |
| All | +293.0% | +1,119.3% | -826.4% | +96.6% |
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