+76.6%
PEP vs ATI
+1,051.1%
-974.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +0.1% | +3.2% | -3.1% | -0.1% |
| 30D | +0.7% | -9.0% | +9.7% | +1.2% |
| 3M | -0.5% | +15.1% | -15.6% | -1.8% |
| 6M | -11.3% | +38.1% | -49.4% | -13.8% |
| YTD | -0.6% | +80.7% | -81.3% | -5.3% |
| 1Y | +1.7% | +167.5% | -165.9% | -6.2% |
| 3Y | -12.5% | +366.0% | -378.5% | -24.1% |
| 5Y | +3.9% | +1,088.8% | -1,084.9% | -18.7% |
| 10Y | +76.6% | +1,055.0% | -978.4% | +29.7% |
| All | +76.6% | +1,051.1% | -974.6% | +29.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling