+695.9%
PH vs ATI
+961.4%
-265.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +1.3% |
| 7D | +4.3% | +4.2% | +0.2% | +2.8% |
| 30D | +0.1% | -2.5% | +2.7% | +0.8% |
| 3M | -9.4% | -19.4% | +10.0% | -2.6% |
| 6M | +8.8% | +11.1% | -2.3% | +3.7% |
| YTD | +9.6% | +59.5% | -49.9% | -8.5% |
| 1Y | +14.4% | +85.8% | -71.3% | -9.6% |
| 3Y | +134.5% | +311.9% | -177.4% | +33.0% |
| 5Y | +204.4% | +963.2% | -758.8% | +19.4% |
| All | +695.9% | +961.4% | -265.5% | +171.9% |
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 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