+6.3%
PSA vs ATI
+163.6%
-157.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | -3.6% | -2.7% | -0.9% | -3.4% |
| 30D | -9.4% | -13.5% | +4.1% | -8.1% |
| 3M | -8.2% | +8.5% | -16.7% | -9.7% |
| 6M | -1.8% | +25.2% | -27.0% | -6.6% |
| YTD | +15.7% | +73.4% | -57.7% | +8.5% |
| 1Y | +6.3% | +160.5% | -154.2% | +1.1% |
| All | +6.3% | +163.6% | -157.4% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling