+32.9%
PFE vs ATI
+1,051.1%
-1,018.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | -2.7% | +3.2% | -5.8% | -3.0% |
| 30D | +3.8% | -9.0% | +12.9% | +4.7% |
| 3M | +10.4% | +15.1% | -4.7% | +8.6% |
| 6M | +6.3% | +38.1% | -31.9% | +2.5% |
| YTD | +17.4% | +80.7% | -63.3% | +10.2% |
| 1Y | +21.1% | +167.5% | -146.4% | +9.2% |
| 3Y | -1.6% | +366.0% | -367.6% | -17.7% |
| 5Y | -22.2% | +1,088.8% | -1,110.9% | -42.0% |
| 10Y | +32.9% | +1,055.0% | -1,022.1% | -7.2% |
| All | +32.9% | +1,051.1% | -1,018.3% | -7.2% |
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