+231.7%
PLD vs BURL
+252.7%
-21.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.8% | +4.1% | -4.9% | -1.7% |
| 30D | -0.3% | -9.5% | +9.2% | +1.8% |
| 3M | -8.0% | -33.5% | +25.5% | +0.2% |
| 6M | -9.8% | -22.1% | +12.3% | -5.6% |
| YTD | +1.8% | -14.6% | +16.4% | +4.0% |
| 1Y | +5.6% | -8.4% | +14.0% | +5.7% |
| 3Y | +33.3% | +86.6% | -53.3% | +10.3% |
| 5Y | +0.3% | -17.2% | +17.4% | -4.3% |
| All | +231.7% | +252.7% | -21.0% | +137.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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