+383.7%
CBRE vs PNR
+66.6%
+317.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -7.2% | -5.5% | -1.7% | -3.9% |
| 30D | -6.4% | -15.6% | +9.1% | +4.0% |
| 3M | +2.9% | -20.2% | +23.1% | +16.0% |
| 6M | +2.5% | -36.6% | +39.1% | +32.9% |
| YTD | -14.2% | -45.0% | +30.8% | +21.3% |
| 1Y | -15.1% | -47.4% | +32.3% | +23.4% |
| 3Y | +61.9% | -13.7% | +75.6% | +65.5% |
| 5Y | +42.4% | -20.8% | +63.2% | +50.1% |
| All | +383.7% | +66.6% | +317.1% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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