+66.8%
PPL vs ATI
+1,024.4%
-957.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | 0.0% | +1.3% | -1.3% | -0.2% |
| 30D | +4.3% | -4.8% | +9.0% | +4.7% |
| 3M | +2.9% | -19.9% | +22.9% | +5.8% |
| 6M | +1.1% | +15.4% | -14.3% | -2.0% |
| YTD | +4.5% | +59.2% | -54.8% | -4.1% |
| 1Y | +0.1% | +86.3% | -86.2% | -10.4% |
| 3Y | +55.7% | +318.2% | -262.5% | +17.9% |
| 5Y | +47.6% | +958.6% | -911.0% | -7.9% |
| 10Y | +66.8% | +996.8% | -929.9% | -11.5% |
| All | +66.8% | +1,024.4% | -957.6% | -11.5% |
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 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