+26.7%
PFE vs ATI
+77.9%
-51.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -1.8% |
| 7D | -3.7% | +6.2% | -9.9% | -3.9% |
| 30D | +5.0% | -7.1% | +12.0% | +5.3% |
| 3M | +12.2% | -21.3% | +33.5% | +14.0% |
| 6M | +14.6% | +6.5% | +8.1% | +12.0% |
| YTD | +24.1% | +53.2% | -29.1% | +14.7% |
| All | +26.7% | +77.9% | -51.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling