+406.9%
CBRE vs PTC
+326.2%
+80.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.0% | +0.8% | +0.2% | +0.7% |
| 30D | +5.6% | +0.7% | +4.9% | +5.3% |
| 3M | -6.8% | +32.6% | -39.4% | -19.0% |
| 6M | -5.6% | +33.6% | -39.1% | -19.1% |
| YTD | -14.1% | +12.4% | -26.5% | -20.7% |
| 1Y | -9.5% | +11.2% | -20.7% | -16.1% |
| 3Y | +91.8% | +31.7% | +60.1% | +60.3% |
| 5Y | +30.3% | +60.1% | -29.7% | -2.1% |
| 10Y | +406.9% | +317.2% | +89.7% | +145.1% |
| All | +406.9% | +326.2% | +80.7% | +145.1% |
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