+1,709.5%
PLD vs ATI
+983.6%
+726.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.8% |
| 7D | -1.0% | +4.7% | -5.7% | -2.3% |
| 30D | -1.8% | -0.2% | -1.6% | -2.3% |
| 3M | -6.0% | -18.5% | +12.4% | -1.6% |
| 6M | -8.4% | +16.4% | -24.7% | -13.6% |
| YTD | +4.2% | +63.4% | -59.2% | -11.0% |
| 1Y | +6.2% | +91.5% | -85.3% | -13.3% |
| 3Y | +37.0% | +329.2% | -292.2% | -14.8% |
| 5Y | +1.2% | +966.7% | -965.5% | -52.9% |
| 10Y | +272.2% | +1,003.8% | -731.6% | +35.7% |
| All | +1,709.5% | +983.6% | +726.0% | +458.4% |
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