+2,103.7%
CBRE vs PFG
+522.5%
+1,581.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.8% |
| 7D | -0.5% | +3.0% | -3.5% | -2.6% |
| 30D | +3.1% | +8.2% | -5.1% | -2.4% |
| 3M | -6.4% | +2.7% | -9.0% | -8.3% |
| 6M | -7.9% | +17.2% | -25.1% | -17.9% |
| YTD | -16.2% | +34.8% | -50.9% | -32.3% |
| 1Y | -11.2% | +43.6% | -54.8% | -31.4% |
| 3Y | +83.4% | +85.4% | -2.0% | +16.2% |
| 5Y | +28.4% | +102.2% | -73.7% | -24.9% |
| 10Y | +386.8% | +190.2% | +196.6% | +101.1% |
| All | +2,103.7% | +522.5% | +1,581.1% | +361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling