+73.9%
CBRE vs PTC
-2.9%
+76.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +1.7% |
| 7D | -2.0% | -10.3% | +8.3% | +2.1% |
| 30D | -2.2% | +1.1% | -3.3% | -3.0% |
| 3M | +12.9% | +1.6% | +11.3% | +11.0% |
| 6M | +4.3% | -13.5% | +17.8% | +9.5% |
| YTD | -8.0% | -19.1% | +11.0% | -0.9% |
| 1Y | -8.6% | -33.9% | +25.3% | +6.4% |
| All | +73.9% | -2.9% | +76.8% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling