-13.1%
CBRE vs PFGC
+15.6%
-28.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -1.8% | +3.4% | -5.2% | -2.4% |
| 30D | +3.3% | +16.9% | -13.6% | +0.4% |
| 3M | -12.4% | +6.4% | -18.8% | -14.1% |
| 6M | -5.4% | +16.0% | -21.4% | -7.7% |
| YTD | -17.2% | +23.6% | -40.8% | -20.1% |
| 1Y | -13.1% | +16.6% | -29.7% | -14.8% |
| All | -13.1% | +15.6% | -28.7% | -14.8% |
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