-20.7%
PFE vs ATI
+1,074.8%
-1,095.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | +1.8% | -0.1% | +1.8% | +1.7% |
| 30D | +10.2% | +2.7% | +7.5% | +9.9% |
| 3M | +12.7% | +16.3% | -3.6% | +11.2% |
| 6M | +10.5% | +30.2% | -19.6% | +8.0% |
| YTD | +20.2% | +83.6% | -63.4% | +14.5% |
| 1Y | +24.1% | +173.0% | -148.9% | +14.8% |
| 3Y | -3.6% | +356.6% | -360.2% | -15.5% |
| All | -20.7% | +1,074.8% | -1,095.6% | -32.0% |
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