+401.2%
CBRE vs PFGC
+287.3%
+113.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -1.7% | -3.7% | +2.0% | -0.3% |
| 30D | -3.0% | -16.0% | +13.0% | +3.0% |
| 3M | +2.6% | -4.1% | +6.8% | +3.9% |
| 6M | +2.0% | +8.7% | -6.7% | -1.6% |
| YTD | -13.1% | +6.4% | -19.5% | -16.3% |
| 1Y | -13.8% | -8.4% | -5.5% | -12.5% |
| 3Y | +63.9% | +61.8% | +2.1% | +34.7% |
| 5Y | +42.3% | +108.7% | -66.4% | +4.3% |
| 10Y | +401.2% | +298.1% | +103.1% | +171.7% |
| All | +401.2% | +287.3% | +113.9% | +171.7% |
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