+386.8%
CBRE vs PFGC
+366.4%
+20.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | -0.5% | +15.0% | -15.6% | -5.5% |
| 30D | +3.1% | +17.0% | -13.9% | -2.6% |
| 3M | -6.4% | -2.5% | -3.9% | -5.9% |
| 6M | -7.9% | +19.2% | -27.1% | -14.0% |
| YTD | -16.2% | +23.4% | -39.6% | -23.5% |
| 1Y | -11.2% | +13.9% | -25.1% | -16.7% |
| 3Y | +83.4% | +82.0% | +1.4% | +44.5% |
| 5Y | +28.4% | +128.7% | -100.2% | -8.7% |
| 10Y | +386.8% | +361.5% | +25.2% | +160.6% |
| All | +386.8% | +366.4% | +20.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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