+418.7%
PG vs ATI
+1,093.4%
-674.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -3.4% | +2.4% | -5.8% | -3.6% |
| 30D | -2.6% | -9.5% | +6.9% | -1.8% |
| 3M | -3.3% | +10.4% | -13.7% | -4.4% |
| 6M | -6.7% | +31.8% | -38.5% | -9.4% |
| YTD | +1.7% | +80.0% | -78.2% | -3.8% |
| 1Y | -7.9% | +175.8% | -183.7% | -16.3% |
| 3Y | +0.9% | +364.2% | -363.3% | -14.0% |
| 5Y | +12.6% | +1,076.9% | -1,064.2% | -13.2% |
| 10Y | +117.2% | +1,178.1% | -1,060.9% | +54.0% |
| All | +418.7% | +1,093.4% | -674.7% | +205.9% |
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 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