+70.4%
PCAR vs ATI
+363.8%
-293.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.4% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | -6.2% | +2.7% | -8.9% | -6.8% |
| 3M | +5.9% | +16.3% | -10.4% | +2.7% |
| 6M | +0.4% | +30.2% | -29.8% | -5.0% |
| YTD | +14.8% | +83.6% | -68.7% | +3.0% |
| 1Y | +30.1% | +173.0% | -142.9% | +9.6% |
| All | +70.4% | +363.8% | -293.3% | +36.8% |
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