+73.9%
CBRE vs PFG
+70.7%
+3.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.3% |
| 7D | -2.0% | +5.5% | -7.5% | -5.2% |
| 30D | -2.2% | +2.4% | -4.6% | -3.7% |
| 3M | +12.9% | +13.6% | -0.7% | +4.0% |
| 6M | +4.3% | +27.9% | -23.6% | -10.8% |
| YTD | -8.0% | +35.6% | -43.6% | -24.2% |
| 1Y | -8.6% | +48.5% | -57.0% | -28.9% |
| All | +73.9% | +70.7% | +3.2% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling