+39.4%
PPL vs ATI
+1,074.8%
-1,035.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.2% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | +0.5% | +2.7% | -2.2% | +0.2% |
| 3M | +0.7% | +16.3% | -15.7% | -0.8% |
| 6M | -7.6% | +30.2% | -37.8% | -10.1% |
| YTD | +1.8% | +83.6% | -81.7% | -4.1% |
| 1Y | -0.8% | +173.0% | -173.8% | -10.2% |
| 3Y | +56.9% | +356.6% | -299.8% | +30.1% |
| All | +39.4% | +1,074.8% | -1,035.4% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling