+401.2%
CBRE vs PFG
+239.8%
+161.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.2% |
| 7D | -1.7% | +3.2% | -4.9% | -3.7% |
| 30D | -3.0% | +0.9% | -3.9% | -3.6% |
| 3M | +2.6% | +7.7% | -5.1% | -2.5% |
| 6M | +2.0% | +29.0% | -27.0% | -13.8% |
| YTD | -13.1% | +32.5% | -45.6% | -27.9% |
| 1Y | -13.8% | +47.3% | -61.1% | -33.5% |
| 3Y | +63.9% | +68.2% | -4.4% | +14.1% |
| 5Y | +42.3% | +108.5% | -66.2% | -15.2% |
| 10Y | +401.2% | +241.4% | +159.8% | +90.5% |
| All | +401.2% | +239.8% | +161.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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