+2,317.2%
CBRE vs PNR
+326.2%
+1,991.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.9% |
| 7D | -2.0% | -2.4% | +0.4% | 0.0% |
| 30D | -2.2% | -12.8% | +10.6% | +9.4% |
| 3M | +12.9% | -17.0% | +29.9% | +27.7% |
| 6M | +4.3% | -37.4% | +41.7% | +47.4% |
| YTD | -8.0% | -41.6% | +33.6% | +36.3% |
| 1Y | -8.6% | -44.6% | +36.1% | +41.4% |
| 3Y | +71.9% | -12.1% | +84.0% | +72.3% |
| 5Y | +50.0% | -17.4% | +67.4% | +52.8% |
| 10Y | +390.1% | +64.0% | +326.1% | +140.8% |
| All | +2,317.2% | +326.2% | +1,991.0% | +331.0% |
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 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