+726.3%
CBRE vs PSKY
-42.2%
+768.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.2% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -2.2% | +24.0% | -26.2% | -11.8% |
| 3M | +12.9% | +2.2% | +10.7% | +10.8% |
| 6M | +4.3% | -9.0% | +13.3% | +6.4% |
| YTD | -8.0% | -18.1% | +10.1% | -3.4% |
| 1Y | -8.6% | -25.1% | +16.5% | -3.4% |
| 3Y | +71.9% | -16.3% | +88.2% | +40.7% |
| 5Y | +50.0% | -70.4% | +120.4% | +86.0% |
| 10Y | +390.1% | -74.2% | +464.2% | +355.8% |
| All | +726.3% | -42.2% | +768.5% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling