+49.6%
PFE vs ATI
+1,119.3%
-1,069.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.2% | -5.7% | -1.0% |
| 7D | -4.7% | +6.0% | -10.7% | -5.2% |
| 30D | +3.4% | -3.6% | +7.0% | +3.5% |
| 3M | +9.2% | -18.9% | +28.1% | +11.0% |
| 6M | +15.8% | +16.7% | -0.9% | +13.4% |
| YTD | +23.4% | +61.1% | -37.6% | +16.9% |
| 1Y | +25.8% | +89.3% | -63.5% | +17.3% |
| 3Y | +17.8% | +333.3% | -315.5% | -0.7% |
| 5Y | -20.2% | +954.5% | -974.7% | -39.6% |
| 10Y | +49.6% | +1,067.0% | -1,017.4% | +8.3% |
| All | +49.6% | +1,119.3% | -1,069.7% | +8.3% |
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 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