+792.3%
PH vs ATI
+1,051.1%
-258.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.1% |
| 7D | +0.4% | +3.2% | -2.8% | -0.7% |
| 30D | -10.8% | -9.0% | -1.8% | -7.9% |
| 3M | +8.5% | +15.1% | -6.6% | +2.8% |
| 6M | +3.9% | +38.1% | -34.2% | -8.1% |
| YTD | +9.4% | +80.7% | -71.2% | -12.0% |
| 1Y | +26.8% | +167.5% | -140.7% | -11.7% |
| 3Y | +140.8% | +366.0% | -225.2% | +32.2% |
| 5Y | +253.8% | +1,088.8% | -835.0% | +35.2% |
| 10Y | +792.3% | +1,055.0% | -262.6% | +192.0% |
| All | +792.3% | +1,051.1% | -258.8% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling