+386.9%
CBRE vs PHM
+677.6%
-290.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.2% |
| 7D | -4.6% | -4.8% | +0.1% | -2.4% |
| 30D | +3.0% | +16.5% | -13.6% | -4.4% |
| 3M | -8.7% | -2.0% | -6.7% | -8.1% |
| 6M | -7.9% | +12.7% | -20.5% | -13.5% |
| YTD | -16.3% | +11.2% | -27.5% | -21.8% |
| 1Y | -13.1% | +7.7% | -20.9% | -17.7% |
| 3Y | +83.1% | +60.9% | +22.2% | +39.0% |
| 5Y | +27.7% | +167.7% | -140.0% | -26.7% |
| 10Y | +386.9% | +692.1% | -305.2% | +58.6% |
| All | +386.9% | +677.6% | -290.7% | +58.6% |
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