+125.9%
PFE vs ATI
+915.7%
-789.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -6.1% | -2.2% |
| 7D | -3.7% | +6.2% | -9.9% | -4.5% |
| 30D | +5.0% | -7.1% | +12.0% | +5.6% |
| 3M | +12.2% | -21.3% | +33.5% | +15.1% |
| 6M | +14.6% | +6.5% | +8.1% | +12.8% |
| YTD | +24.1% | +53.2% | -29.1% | +16.4% |
| 1Y | +26.6% | +82.7% | -56.2% | +16.0% |
| 3Y | +14.3% | +314.3% | -300.0% | -7.9% |
| 5Y | -21.9% | +890.9% | -912.8% | -45.0% |
| 10Y | +62.6% | +1,142.3% | -1,079.7% | +0.7% |
| All | +125.9% | +915.7% | -789.9% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling