+42.4%
CBRE vs PPG
-24.6%
+67.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.1% |
| 7D | -7.2% | -5.1% | -2.1% | -4.3% |
| 30D | -6.4% | -9.6% | +3.1% | -0.8% |
| 3M | +2.9% | -6.4% | +9.4% | +6.4% |
| 6M | +2.5% | +0.5% | +2.0% | +0.8% |
| YTD | -14.2% | +4.4% | -18.6% | -18.6% |
| 1Y | -15.1% | -0.9% | -14.2% | -17.0% |
| 3Y | +61.9% | -17.0% | +78.8% | +75.3% |
| 5Y | +42.4% | -23.7% | +66.0% | +60.5% |
| All | +42.4% | -24.6% | +67.0% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling