+47.7%
PPL vs ATI
+958.1%
-910.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.2% | -5.4% | -0.7% |
| 7D | -1.2% | +6.0% | -7.2% | -1.7% |
| 30D | +4.2% | -3.6% | +7.9% | +4.4% |
| 3M | +1.5% | -18.9% | +20.4% | +3.0% |
| 6M | +1.0% | +16.7% | -15.7% | -0.8% |
| YTD | +4.4% | +61.1% | -56.7% | -0.8% |
| 1Y | +0.8% | +89.3% | -88.5% | -5.8% |
| 3Y | +56.5% | +333.3% | -276.8% | +28.9% |
| 5Y | +47.7% | +954.5% | -906.8% | +7.6% |
| All | +47.7% | +958.1% | -910.4% | +7.6% |
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