-2.6%
PEP vs ATI
+176.2%
-178.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -1.5% |
| 7D | -2.4% | -0.1% | -2.4% | -2.4% |
| 30D | -0.8% | +2.7% | -3.5% | -0.6% |
| 3M | -2.2% | +16.3% | -18.5% | -1.3% |
| 6M | -14.4% | +30.2% | -44.6% | -13.4% |
| YTD | -2.2% | +83.6% | -85.8% | +1.5% |
| 1Y | -2.6% | +173.0% | -175.6% | +6.1% |
| All | -2.6% | +176.2% | -178.8% | +6.1% |
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