+35.8%
PCAR vs ATI
+318.7%
-282.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.0% | +0.9% |
| 7D | +4.9% | +4.2% | +0.8% | +4.3% |
| 30D | -1.4% | -2.5% | +1.1% | -1.3% |
| 3M | -18.1% | -19.4% | +1.3% | -15.5% |
| 6M | -4.0% | +11.1% | -15.1% | -6.6% |
| YTD | -1.5% | +59.5% | -61.0% | -9.4% |
| 1Y | +13.2% | +85.8% | -72.6% | +1.8% |
| 3Y | +35.8% | +311.9% | -276.1% | +9.4% |
| All | +35.8% | +318.7% | -282.9% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling