-14.7%
CBRE vs PFGC
+13.9%
-28.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.3% |
| 7D | -2.8% | +0.3% | -3.0% | -2.8% |
| 30D | +2.2% | +16.1% | -13.9% | -0.5% |
| 3M | -10.1% | +2.4% | -12.5% | -11.5% |
| 6M | -8.0% | +15.7% | -23.7% | -10.2% |
| YTD | -17.6% | +22.3% | -39.9% | -20.4% |
| 1Y | -14.7% | +13.9% | -28.6% | -15.7% |
| All | -14.7% | +13.9% | -28.6% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling