-15.3%
CBRE vs PNR
-47.6%
+32.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -5.0% | -6.0% | +1.1% | -3.4% |
| 30D | -4.7% | -14.0% | +9.3% | -0.9% |
| 3M | +6.5% | -21.7% | +28.2% | +11.3% |
| 6M | +6.1% | -37.3% | +43.3% | +19.2% |
| YTD | -12.6% | -45.1% | +32.5% | +3.9% |
| 1Y | -15.3% | -49.1% | +33.8% | +3.1% |
| All | -15.3% | -47.6% | +32.3% | +3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling