+2,317.2%
CBRE vs PFG
+526.3%
+1,790.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.5% |
| 7D | -2.0% | +5.5% | -7.5% | -5.6% |
| 30D | -2.2% | +2.4% | -4.6% | -4.0% |
| 3M | +12.9% | +13.6% | -0.7% | +2.9% |
| 6M | +4.3% | +27.9% | -23.6% | -12.5% |
| YTD | -8.0% | +35.6% | -43.6% | -26.0% |
| 1Y | -8.6% | +48.5% | -57.0% | -31.2% |
| 3Y | +71.9% | +66.9% | +5.0% | +17.1% |
| 5Y | +50.0% | +111.0% | -60.9% | -15.1% |
| 10Y | +390.1% | +244.5% | +145.6% | +79.1% |
| All | +2,317.2% | +526.3% | +1,790.9% | +404.3% |
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