+392.5%
CBRE vs PPG
+26.9%
+365.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.5% |
| 7D | -5.0% | -6.2% | +1.3% | -0.8% |
| 30D | -4.7% | -7.9% | +3.3% | +0.7% |
| 3M | +6.5% | -10.2% | +16.7% | +13.9% |
| 6M | +6.1% | +2.7% | +3.4% | +2.3% |
| YTD | -12.6% | +4.9% | -17.5% | -17.8% |
| 1Y | -15.3% | -3.2% | -12.1% | -16.0% |
| 3Y | +64.6% | -17.0% | +81.6% | +78.6% |
| 5Y | +45.0% | -23.3% | +68.3% | +62.9% |
| All | +392.5% | +26.9% | +365.6% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 10y: compounded portfolio wealth divided by compounded PPG 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…
10y analysis · Full analysis span regression · 6 months rolling