-5.7%
PG vs ATI
+159.9%
-165.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.8% | -5.6% | +4.8% | -0.8% |
| 30D | +0.8% | -13.7% | +14.6% | +0.9% |
| 3M | -1.3% | -0.4% | -1.0% | -1.3% |
| 6M | -3.8% | +26.2% | -30.1% | -5.2% |
| YTD | +3.6% | +73.2% | -69.6% | +4.7% |
| 1Y | -5.7% | +161.6% | -167.3% | -2.5% |
| All | -5.7% | +159.9% | -165.6% | -2.5% |
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