+3,572.9%
PSA vs ATI
+1,117.2%
+2,455.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.8% |
| 7D | -3.7% | -0.1% | -3.6% | -3.7% |
| 30D | -7.7% | +2.7% | -10.4% | -8.4% |
| 3M | -0.6% | +16.3% | -16.9% | -3.9% |
| 6M | -0.9% | +30.2% | -31.1% | -6.6% |
| YTD | +18.7% | +83.6% | -64.9% | +4.9% |
| 1Y | +7.6% | +173.0% | -165.4% | -12.1% |
| 3Y | +23.7% | +356.6% | -333.0% | -11.3% |
| 5Y | +13.7% | +1,074.2% | -1,060.5% | -33.8% |
| 10Y | +98.9% | +1,136.2% | -1,037.4% | -3.7% |
| All | +3,572.9% | +1,117.2% | +2,455.8% | +1,376.8% |
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