-11.9%
PEP vs ATI
+363.8%
-375.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.6% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | +2.7% | -2.5% | +0.3% |
| 3M | -1.1% | +16.3% | -17.4% | -0.9% |
| 6M | -13.5% | +30.2% | -43.7% | -13.3% |
| YTD | -1.2% | +83.6% | -84.7% | -0.9% |
| 1Y | -1.6% | +173.0% | -174.6% | -1.2% |
| All | -11.9% | +363.8% | -375.7% | -11.1% |
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 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