-76.2%
PCG vs ATI
+1,024.4%
-1,100.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +0.8% | -4.8% | +5.5% | +1.3% |
| 3M | -22.0% | -19.9% | -2.1% | -19.6% |
| 6M | -17.1% | +15.4% | -32.5% | -19.4% |
| YTD | -16.9% | +59.2% | -76.1% | -23.4% |
| 1Y | -19.1% | +86.3% | -105.3% | -27.2% |
| 3Y | -19.4% | +318.2% | -337.7% | -38.3% |
| 5Y | +9.0% | +958.6% | -949.6% | -30.0% |
| 10Y | -76.2% | +996.8% | -1,072.9% | -86.8% |
| All | -76.2% | +1,024.4% | -1,100.6% | -86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling