+8.1%
PCG vs ATI
+994.1%
-986.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | -2.0% | +13.0% | -14.9% | -3.7% |
| 30D | -2.7% | +0.2% | -2.9% | -3.0% |
| 3M | -25.1% | -17.5% | -7.6% | -23.3% |
| 6M | -22.3% | +18.1% | -40.4% | -24.5% |
| YTD | -18.5% | +65.7% | -84.2% | -24.6% |
| 1Y | -21.8% | +91.9% | -113.8% | -29.2% |
| 3Y | -21.0% | +335.2% | -356.3% | -39.4% |
| 5Y | +8.1% | +1,004.3% | -996.2% | -30.2% |
| All | +8.1% | +994.1% | -986.1% | -30.2% |
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