-11.2%
CBRE vs PFGC
+11.2%
-22.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | -0.5% | +15.0% | -15.6% | -3.2% |
| 30D | +3.1% | +17.0% | -13.9% | +0.2% |
| 3M | -6.4% | -2.5% | -3.9% | -7.5% |
| 6M | -7.9% | +19.2% | -27.1% | -10.3% |
| YTD | -16.2% | +23.4% | -39.6% | -19.1% |
| 1Y | -11.2% | +13.9% | -25.1% | -12.2% |
| All | -11.2% | +11.2% | -22.4% | -12.2% |
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