+20.8%
PFE vs ATI
+334.9%
-314.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.2% |
| 7D | -2.1% | +13.0% | -15.1% | -2.7% |
| 30D | +3.1% | +0.2% | +2.9% | +3.0% |
| 3M | +11.2% | -17.5% | +28.7% | +12.2% |
| 6M | +15.0% | +18.1% | -3.1% | +13.5% |
| YTD | +23.5% | +65.7% | -42.2% | +19.6% |
| 1Y | +18.9% | +91.9% | -73.0% | +14.3% |
| All | +20.8% | +334.9% | -314.1% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling