+3.4%
PCG vs ATI
+915.7%
-912.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.4% | -6.4% | -2.5% |
| 7D | -1.6% | +6.2% | -7.8% | -2.4% |
| 30D | +1.4% | -7.1% | +8.5% | +2.2% |
| 3M | -23.4% | -21.3% | -2.1% | -21.1% |
| 6M | -19.4% | +6.5% | -25.9% | -20.5% |
| YTD | -18.5% | +53.2% | -71.7% | -23.5% |
| 1Y | -19.5% | +82.7% | -102.3% | -26.2% |
| 3Y | -21.0% | +314.3% | -335.3% | -36.4% |
| 5Y | +13.7% | +890.9% | -877.2% | -19.6% |
| 10Y | -77.2% | +1,142.3% | -1,219.5% | -85.6% |
| All | +3.4% | +915.7% | -912.3% | -52.9% |
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