+972.2%
PPL vs ATI
+872.7%
+99.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.0% | +6.8% | +1.6% |
| 7D | +1.0% | -3.8% | +4.8% | +1.5% |
| 30D | +6.8% | -13.5% | +20.4% | +8.7% |
| 3M | +3.9% | -17.9% | +21.8% | +6.3% |
| 6M | -2.0% | +8.4% | -10.4% | -4.0% |
| YTD | +5.3% | +46.7% | -41.4% | -1.8% |
| 1Y | +2.2% | +74.5% | -72.3% | -7.1% |
| 3Y | +56.7% | +303.7% | -247.0% | +22.1% |
| 5Y | +49.1% | +848.9% | -799.9% | -0.1% |
| 10Y | +63.6% | +1,089.7% | -1,026.0% | -4.6% |
| All | +972.2% | +872.7% | +99.6% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling