-0.7%
PLD vs ATI
+871.8%
-872.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.7% | -2.1% |
| 7D | -0.8% | +6.2% | -7.0% | -2.0% |
| 30D | -0.3% | -7.1% | +6.8% | +0.8% |
| 3M | -8.0% | -21.3% | +13.3% | -4.0% |
| 6M | -9.8% | +6.5% | -16.3% | -12.3% |
| YTD | +1.8% | +53.2% | -51.4% | -9.0% |
| 1Y | +5.6% | +82.7% | -77.1% | -9.2% |
| 3Y | +33.3% | +314.3% | -281.0% | -9.8% |
| All | -0.7% | +871.8% | -872.4% | -40.3% |
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