+2.9%
PCG vs ATI
+166.0%
-163.2%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.8% |
| 7D | +5.4% | +3.2% | +2.2% | +5.0% |
| 30D | -15.1% | -9.0% | -6.1% | -14.5% |
| 3M | -9.8% | +15.1% | -24.9% | -11.0% |
| 6M | -18.0% | +38.1% | -56.1% | -21.1% |
| YTD | -7.2% | +80.7% | -87.9% | -10.5% |
| 1Y | +2.9% | +167.5% | -164.6% | -1.8% |
| All | +2.9% | +166.0% | -163.2% | -1.8% |
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 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