+30.3%
CBRE vs PFGC
+135.8%
-105.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | +0.4% |
| 7D | +1.0% | +10.8% | -9.8% | -3.3% |
| 30D | +5.6% | +17.8% | -12.2% | -1.2% |
| 3M | -6.8% | -2.7% | -4.0% | -6.2% |
| 6M | -5.6% | +20.0% | -25.6% | -13.0% |
| YTD | -14.1% | +24.3% | -38.4% | -23.0% |
| 1Y | -9.5% | +13.2% | -22.7% | -15.6% |
| 3Y | +91.8% | +85.9% | +5.9% | +42.1% |
| 5Y | +30.3% | +141.0% | -110.7% | -15.3% |
| All | +30.3% | +135.8% | -105.4% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling