+3.7%
PEP vs ATI
+86.4%
-82.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.4% | +3.7% |
| 7D | +7.4% | +8.3% | -1.0% | +8.0% |
| 30D | +13.3% | -7.3% | +20.6% | +12.8% |
| 3M | +3.5% | -10.5% | +14.0% | +2.8% |
| 6M | -5.9% | +16.4% | -22.3% | -7.5% |
| YTD | +2.3% | +56.1% | -53.8% | -2.0% |
| 1Y | +3.7% | +86.5% | -82.8% | -3.7% |
| All | +3.7% | +86.4% | -82.7% | -3.7% |
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