+364.6%
CBRE vs PFG
+182.5%
+182.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | +2.2% | +5.0% | -2.7% | -0.9% |
| 3M | -10.1% | +0.1% | -10.1% | -10.3% |
| 6M | -8.0% | +13.8% | -21.8% | -15.7% |
| YTD | -17.6% | +31.2% | -48.8% | -31.3% |
| 1Y | -14.7% | +37.1% | -51.8% | -30.9% |
| 3Y | +80.4% | +80.6% | -0.2% | +19.7% |
| 5Y | +25.9% | +93.7% | -67.8% | -21.4% |
| All | +364.6% | +182.5% | +182.1% | +93.6% |
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