+2,317.2%
CBRE vs PPG
+508.3%
+1,808.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -2.2% |
| 7D | -2.0% | -1.5% | -0.5% | -0.6% |
| 30D | -2.2% | -5.0% | +2.8% | +2.8% |
| 3M | +12.9% | +1.1% | +11.8% | +10.0% |
| 6M | +4.3% | -3.2% | +7.5% | +3.8% |
| YTD | -8.0% | +11.9% | -19.9% | -22.1% |
| 1Y | -8.6% | +5.3% | -13.9% | -18.3% |
| 3Y | +71.9% | -15.0% | +86.9% | +82.7% |
| 5Y | +50.0% | -19.6% | +69.6% | +58.6% |
| 10Y | +390.1% | +27.0% | +363.0% | +163.9% |
| All | +2,317.2% | +508.3% | +1,808.8% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling