+114.0%
PCAR vs ATI
+994.1%
-880.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.9% |
| 7D | +2.1% | +13.0% | -10.9% | -0.3% |
| 30D | -1.2% | +0.2% | -1.4% | -1.6% |
| 3M | -18.6% | -17.5% | -1.1% | -15.8% |
| 6M | -5.1% | +18.1% | -23.2% | -9.3% |
| YTD | -1.8% | +65.7% | -67.5% | -12.6% |
| 1Y | +10.6% | +91.9% | -81.3% | -4.4% |
| 3Y | +34.9% | +335.2% | -300.3% | -6.3% |
| 5Y | +114.0% | +1,004.3% | -890.3% | +18.1% |
| All | +114.0% | +994.1% | -880.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling