-3.4%
PEP vs ATI
+318.7%
-322.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.7% | +6.0% | +2.1% |
| 7D | +2.9% | +4.2% | -1.3% | +3.1% |
| 30D | +12.5% | -2.5% | +15.0% | +12.5% |
| 3M | +4.5% | -19.4% | +24.0% | +4.0% |
| 6M | -0.5% | +11.1% | -11.6% | -0.4% |
| YTD | +4.4% | +59.5% | -55.1% | +5.0% |
| 1Y | +4.4% | +85.8% | -81.4% | +5.2% |
| 3Y | -3.4% | +311.9% | -315.3% | +0.3% |
| All | -3.4% | +318.7% | -322.1% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling