+392.5%
CBRE vs PHM
+568.1%
-175.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.1% |
| 7D | -5.0% | -5.0% | 0.0% | -2.6% |
| 30D | -4.7% | -8.4% | +3.8% | -0.6% |
| 3M | +6.5% | -4.4% | +10.9% | +8.5% |
| 6M | +6.1% | -3.7% | +9.8% | +7.0% |
| YTD | -12.6% | +1.3% | -13.9% | -14.5% |
| 1Y | -15.3% | -14.0% | -1.3% | -10.7% |
| 3Y | +64.6% | +48.1% | +16.5% | +30.1% |
| 5Y | +45.0% | +158.8% | -113.8% | -15.5% |
| All | +392.5% | +568.1% | -175.6% | +71.2% |
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