+366.6%
CBRE vs PHM
+670.5%
-303.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.8% | -4.1% | +2.4% | +0.2% |
| 30D | +3.3% | +16.1% | -12.9% | -3.9% |
| 3M | -12.4% | -2.5% | -9.9% | -11.5% |
| 6M | -5.4% | +12.9% | -18.3% | -11.2% |
| YTD | -17.2% | +9.0% | -26.2% | -21.9% |
| 1Y | -13.1% | +8.2% | -21.3% | -17.9% |
| 3Y | +81.6% | +58.4% | +23.1% | +38.8% |
| 5Y | +26.4% | +159.2% | -132.7% | -26.3% |
| All | +366.6% | +670.5% | -303.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 10y: compounded portfolio wealth divided by compounded PHM 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…
10y analysis · Full analysis span regression · 6 months rolling