+1.5%
PLD vs BURL
-15.9%
+17.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | +0.4% | +3.5% | -3.1% | -0.3% |
| 30D | -0.1% | -9.3% | +9.2% | +1.7% |
| 3M | -7.9% | -32.1% | +24.2% | -0.9% |
| 6M | -7.0% | -19.8% | +12.9% | -3.6% |
| YTD | +3.1% | -13.2% | +16.2% | +4.8% |
| 1Y | +7.1% | -7.8% | +14.9% | +7.0% |
| 3Y | +32.9% | +89.3% | -56.4% | +12.5% |
| 5Y | +1.5% | -15.8% | +17.4% | -6.4% |
| All | +1.5% | -15.9% | +17.4% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling