+80.4%
CBRE vs PFG
+72.1%
+8.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | +0.4% |
| 7D | +5.2% | -0.6% | +5.8% | +5.7% |
| 30D | +6.2% | +2.0% | +4.2% | +5.1% |
| 3M | -8.1% | -3.2% | -4.9% | -6.4% |
| 6M | -6.6% | +10.9% | -17.6% | -12.7% |
| YTD | -15.7% | +28.8% | -44.6% | -28.2% |
| 1Y | -9.7% | +39.2% | -48.8% | -26.5% |
| 3Y | +80.4% | +75.0% | +5.3% | +13.7% |
| All | +80.4% | +72.1% | +8.3% | +13.7% |
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