+4,946.4%
PCAR vs ATI
+955.8%
+3,990.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +3.8% | +1.3% | +2.5% | +3.3% |
| 30D | -2.0% | -4.8% | +2.8% | -1.2% |
| 3M | -19.1% | -19.9% | +0.8% | -14.4% |
| 6M | -6.8% | +15.4% | -22.2% | -12.4% |
| YTD | -2.5% | +59.2% | -61.7% | -17.3% |
| 1Y | +9.7% | +86.3% | -76.6% | -11.4% |
| 3Y | +34.0% | +318.2% | -284.3% | -20.5% |
| 5Y | +113.3% | +958.6% | -845.3% | -9.3% |
| 10Y | +278.2% | +996.8% | -718.6% | +26.3% |
| All | +4,946.4% | +955.8% | +3,990.6% | +1,065.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling