-21.5%
PFE vs ATI
+871.8%
-893.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -1.9% |
| 7D | -3.7% | +6.2% | -9.9% | -4.1% |
| 30D | +5.0% | -7.1% | +12.0% | +5.3% |
| 3M | +12.2% | -21.3% | +33.5% | +13.7% |
| 6M | +14.6% | +6.5% | +8.1% | +13.5% |
| YTD | +24.1% | +53.2% | -29.1% | +19.9% |
| 1Y | +26.6% | +82.7% | -56.2% | +20.9% |
| 3Y | +14.3% | +314.3% | -300.0% | +1.9% |
| All | -21.5% | +871.8% | -893.2% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling