+130.4%
PSA vs ATI
+1,002.4%
-872.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | -2.1% | +13.0% | -15.1% | -3.4% |
| 30D | +15.6% | +0.2% | +15.4% | +15.3% |
| 3M | +4.1% | -17.5% | +21.5% | +6.0% |
| 6M | +9.2% | +18.1% | -8.9% | +6.3% |
| YTD | +32.3% | +65.7% | -33.4% | +23.7% |
| 1Y | +26.2% | +91.9% | -65.8% | +16.0% |
| 3Y | +53.7% | +335.2% | -281.6% | +26.0% |
| 5Y | +26.6% | +1,004.3% | -977.7% | -6.9% |
| All | +130.4% | +1,002.4% | -872.0% | +49.4% |
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 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