+2,076.3%
CBRE vs PNR
+385.8%
+1,690.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | -1.8% | +0.3% | -2.0% | -2.0% |
| 30D | +3.3% | +31.7% | -28.4% | -18.7% |
| 3M | -12.4% | +2.6% | -15.0% | -15.4% |
| 6M | -5.4% | -6.4% | +1.0% | -4.6% |
| YTD | -17.2% | -33.4% | +16.2% | +8.6% |
| 1Y | -13.1% | -35.1% | +22.0% | +16.3% |
| 3Y | +81.6% | +17.1% | +64.5% | +41.3% |
| 5Y | +26.4% | -3.5% | +30.0% | +12.1% |
| 10Y | +381.6% | +100.2% | +281.5% | +97.1% |
| All | +2,076.3% | +385.8% | +1,690.5% | +243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling