+80.3%
PEP vs ATI
+1,119.3%
-1,039.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.1% |
| 7D | +1.0% | +6.0% | -5.0% | +0.6% |
| 30D | +12.6% | -3.6% | +16.3% | +12.7% |
| 3M | +3.1% | -18.9% | +22.0% | +4.3% |
| 6M | -6.3% | +16.7% | -23.0% | -7.9% |
| YTD | +1.9% | +61.1% | -59.2% | -2.4% |
| 1Y | +3.3% | +89.3% | -86.0% | -2.3% |
| 3Y | -4.8% | +333.3% | -338.2% | -17.3% |
| 5Y | +2.0% | +954.5% | -952.4% | -19.7% |
| 10Y | +80.3% | +1,067.0% | -986.7% | +33.7% |
| All | +80.3% | +1,119.3% | -1,039.0% | +33.7% |
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