+726.6%
PEP vs ATI
+872.7%
-146.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.0% | +6.2% | +0.7% |
| 7D | +6.7% | -3.8% | +10.5% | +7.0% |
| 30D | +13.5% | -13.5% | +27.1% | +14.7% |
| 3M | +3.9% | -17.9% | +21.9% | +5.3% |
| 6M | -6.0% | +8.4% | -14.4% | -7.3% |
| YTD | +2.5% | +46.7% | -44.2% | -1.9% |
| 1Y | +3.9% | +74.5% | -70.5% | -2.0% |
| 3Y | -4.7% | +303.7% | -308.3% | -18.3% |
| 5Y | +1.1% | +848.9% | -847.8% | -21.3% |
| 10Y | +83.8% | +1,089.7% | -1,005.8% | +30.1% |
| All | +726.6% | +872.7% | -146.1% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling