+162.1%
PCAR vs ATI
+1,029.4%
-867.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -1.6% | -5.6% | +4.1% | -0.4% |
| 30D | -6.4% | -13.7% | +7.4% | -3.5% |
| 3M | +4.7% | -0.4% | +5.0% | +4.3% |
| 6M | +4.5% | +26.2% | -21.7% | -1.4% |
| YTD | +13.0% | +73.2% | -60.2% | -0.1% |
| 1Y | +23.6% | +161.6% | -138.0% | +0.2% |
| 3Y | +60.7% | +346.2% | -285.4% | +10.8% |
| All | +162.1% | +1,029.4% | -867.3% | +42.3% |
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