+362.0%
CBRE vs PFGC
+419.1%
-57.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -2.2% | +0.2% | -1.2% |
| 30D | -2.2% | -11.9% | +9.7% | +2.0% |
| 3M | +12.9% | +5.0% | +7.9% | +10.7% |
| 6M | +4.3% | +8.6% | -4.3% | +0.8% |
| YTD | -8.0% | +9.7% | -17.7% | -12.3% |
| 1Y | -8.6% | -6.3% | -2.3% | -7.9% |
| 3Y | +71.9% | +58.2% | +13.7% | +43.0% |
| 5Y | +50.0% | +110.4% | -60.4% | +10.4% |
| 10Y | +390.1% | +272.8% | +117.3% | +175.3% |
| All | +362.0% | +419.1% | -57.1% | +151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling