+21.1%
PFE vs ATI
+166.0%
-144.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.2% |
| 7D | -2.7% | +3.2% | -5.8% | -2.9% |
| 30D | +3.8% | -9.0% | +12.9% | +4.5% |
| 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% | +10.9% |
| 1Y | +21.1% | +167.5% | -146.4% | +10.5% |
| All | +21.1% | +166.0% | -144.9% | +10.5% |
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