+2,066.9%
CBRE vs PHM
+491.3%
+1,575.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.4% |
| 7D | -2.8% | -6.1% | +3.3% | +0.7% |
| 30D | +2.2% | +13.7% | -11.5% | -5.2% |
| 3M | -10.1% | -1.5% | -8.5% | -9.6% |
| 6M | -8.0% | +11.3% | -19.3% | -14.2% |
| YTD | -17.6% | +8.9% | -26.5% | -23.3% |
| 1Y | -14.7% | +6.1% | -20.8% | -19.6% |
| 3Y | +80.4% | +57.7% | +22.7% | +30.5% |
| 5Y | +25.9% | +159.0% | -133.1% | -34.4% |
| 10Y | +379.5% | +676.2% | -296.7% | +13.6% |
| All | +2,066.9% | +491.3% | +1,575.5% | +315.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling