+13.6%
PSA vs ATI
+1,101.9%
-1,088.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | -0.4% | +3.2% | -3.6% | -0.9% |
| 30D | -8.2% | -9.0% | +0.8% | -7.0% |
| 3M | -2.1% | +15.1% | -17.2% | -4.6% |
| 6M | -0.2% | +38.1% | -38.3% | -5.6% |
| YTD | +18.5% | +80.7% | -62.2% | +7.8% |
| 1Y | +6.6% | +167.5% | -160.9% | -8.7% |
| 3Y | +24.5% | +366.0% | -341.5% | -5.5% |
| 5Y | +13.6% | +1,088.8% | -1,075.2% | -26.1% |
| All | +13.6% | +1,101.9% | -1,088.3% | -26.1% |
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 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