+28.4%
CBRE vs PHM
+166.0%
-137.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.4% | -0.6% |
| 7D | -0.5% | +2.9% | -3.5% | -1.9% |
| 30D | +3.1% | +16.5% | -13.4% | -4.3% |
| 3M | -6.4% | +0.6% | -7.0% | -6.8% |
| 6M | -7.9% | +11.6% | -19.5% | -13.1% |
| YTD | -16.2% | +12.1% | -28.3% | -22.1% |
| 1Y | -11.2% | +9.6% | -20.8% | -16.7% |
| 3Y | +83.4% | +62.3% | +21.1% | +35.8% |
| 5Y | +28.4% | +170.4% | -142.0% | -34.1% |
| All | +28.4% | +166.0% | -137.6% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling