-5.1%
PCG vs ATI
+176.2%
-181.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +2.1% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -16.9% | +2.7% | -19.6% | -17.0% |
| 3M | -14.7% | +16.3% | -31.1% | -16.0% |
| 6M | -23.8% | +30.2% | -54.0% | -26.4% |
| YTD | -10.5% | +83.6% | -94.1% | -13.9% |
| 1Y | -5.1% | +173.0% | -178.1% | -10.3% |
| All | -5.1% | +176.2% | -181.3% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling