+42.4%
CBRE vs PNR
-21.1%
+63.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -7.2% | -5.5% | -1.7% | -4.2% |
| 30D | -6.4% | -15.6% | +9.1% | +3.0% |
| 3M | +2.9% | -20.2% | +23.1% | +14.6% |
| 6M | +2.5% | -36.6% | +39.1% | +30.4% |
| YTD | -14.2% | -45.0% | +30.8% | +18.7% |
| 1Y | -15.1% | -47.4% | +32.3% | +20.7% |
| 3Y | +61.9% | -13.7% | +75.6% | +62.9% |
| 5Y | +42.4% | -20.8% | +63.2% | +40.0% |
| All | +42.4% | -21.1% | +63.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling