+63.6%
CBRE vs PPG
-16.1%
+79.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -0.7% |
| 7D | -1.7% | -3.7% | +2.1% | +0.2% |
| 30D | -3.0% | -7.2% | +4.2% | +0.7% |
| 3M | +2.6% | -7.3% | +10.0% | +6.2% |
| 6M | +2.0% | +0.3% | +1.7% | +0.8% |
| YTD | -13.1% | +6.5% | -19.7% | -18.1% |
| 1Y | -13.8% | +0.5% | -14.4% | -16.1% |
| All | +63.6% | -16.1% | +79.7% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling