+42.3%
CBRE vs PSKY
-71.8%
+114.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.0% |
| 7D | -1.7% | -6.8% | +5.2% | -0.6% |
| 30D | -3.0% | +10.2% | -13.2% | -4.4% |
| 3M | +2.6% | +0.3% | +2.3% | +2.4% |
| 6M | +2.0% | -7.8% | +9.8% | +2.8% |
| YTD | -13.1% | -23.0% | +9.8% | -10.5% |
| 1Y | -13.8% | -31.6% | +17.8% | -10.4% |
| 3Y | +63.9% | -21.3% | +85.2% | +58.3% |
| 5Y | +42.3% | -71.5% | +113.8% | +67.0% |
| All | +42.3% | -71.8% | +114.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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