+385.0%
CBRE vs PTC
+204.7%
+180.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -1.4% |
| 7D | -1.5% | -12.8% | +11.3% | +4.3% |
| 30D | -4.0% | -9.8% | +5.8% | 0.0% |
| 3M | +8.0% | -2.1% | +10.1% | +7.7% |
| 6M | +4.0% | -18.1% | +22.1% | +11.6% |
| YTD | -11.5% | -23.5% | +12.0% | -2.1% |
| 1Y | -13.0% | -37.4% | +24.4% | +4.6% |
| 3Y | +66.9% | -7.2% | +74.1% | +64.8% |
| 5Y | +45.0% | +2.7% | +42.4% | +33.8% |
| 10Y | +385.0% | +203.4% | +181.6% | +173.6% |
| All | +385.0% | +204.7% | +180.3% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling