+63.6%
CBRE vs PNR
-13.0%
+76.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -0.9% |
| 7D | -1.7% | -3.9% | +2.2% | +0.3% |
| 30D | -3.0% | -13.8% | +10.8% | +4.4% |
| 3M | +2.6% | -22.5% | +25.2% | +14.3% |
| 6M | +2.0% | -37.2% | +39.2% | +27.1% |
| YTD | -13.1% | -44.2% | +31.1% | +15.7% |
| 1Y | -13.8% | -46.6% | +32.8% | +17.8% |
| All | +63.6% | -13.0% | +76.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling