+234.3%
PLD vs ATI
+1,073.5%
-839.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -2.4% | +2.7% | -5.1% | -3.0% |
| 3M | -3.8% | +16.3% | -20.1% | -6.7% |
| 6M | 0.0% | +30.2% | -30.2% | -5.2% |
| YTD | +9.2% | +83.6% | -74.3% | -2.4% |
| 1Y | +25.9% | +173.0% | -147.1% | +4.6% |
| 3Y | +21.3% | +356.6% | -335.3% | -10.0% |
| 5Y | +14.1% | +1,074.2% | -1,060.1% | -28.3% |
| All | +234.3% | +1,073.5% | -839.3% | +91.2% |
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