+106.6%
PCAR vs ATI
+871.8%
-765.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.8% | -3.3% |
| 7D | +0.1% | +6.2% | -6.1% | -1.2% |
| 30D | -4.6% | -7.1% | +2.5% | -3.6% |
| 3M | -22.6% | -21.3% | -1.3% | -19.2% |
| 6M | -12.0% | +6.5% | -18.5% | -14.1% |
| YTD | -6.1% | +53.2% | -59.3% | -15.1% |
| 1Y | +6.3% | +82.7% | -76.4% | -7.2% |
| 3Y | +31.8% | +314.3% | -282.5% | -7.6% |
| All | +106.6% | +871.8% | -765.1% | +17.4% |
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 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