+675.3%
CBRE vs PSLV
+115.4%
+559.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.0% | -3.7% |
| 7D | -1.5% | +2.7% | -4.2% | -1.8% |
| 30D | -4.0% | +3.5% | -7.5% | -4.4% |
| 3M | +8.0% | +0.3% | +7.7% | +7.7% |
| 6M | +4.0% | -21.0% | +25.0% | +6.1% |
| YTD | -11.5% | -8.9% | -2.6% | -12.4% |
| 1Y | -13.0% | +54.0% | -67.0% | -19.4% |
| 3Y | +66.9% | +175.4% | -108.6% | +43.3% |
| 5Y | +45.0% | +157.7% | -112.6% | +24.4% |
| 10Y | +385.0% | +184.9% | +200.1% | +300.2% |
| All | +675.3% | +115.4% | +559.9% | +485.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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