+45.0%
CBRE vs PFGC
+110.5%
-65.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.1% |
| 7D | -1.5% | -2.4% | +0.9% | -0.6% |
| 30D | -4.0% | -15.8% | +11.8% | +2.4% |
| 3M | +8.0% | -0.6% | +8.6% | +7.9% |
| 6M | +4.0% | +10.7% | -6.7% | -0.9% |
| YTD | -11.5% | +7.6% | -19.2% | -15.7% |
| 1Y | -13.0% | -7.8% | -5.2% | -11.5% |
| 3Y | +66.9% | +63.7% | +3.2% | +31.6% |
| 5Y | +45.0% | +112.3% | -67.2% | -0.1% |
| All | +45.0% | +110.5% | -65.5% | -0.1% |
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