+27.3%
CBRE vs PTC
+60.7%
-33.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -1.8% | +0.5% | -2.2% | -1.9% |
| 30D | +3.3% | +1.2% | +2.1% | +2.9% |
| 3M | -12.4% | +27.4% | -39.7% | -21.0% |
| 6M | -5.4% | +39.2% | -44.5% | -18.8% |
| YTD | -17.2% | +12.5% | -29.7% | -21.9% |
| 1Y | -13.1% | +12.3% | -25.4% | -18.0% |
| 3Y | +81.6% | +28.8% | +52.7% | +54.0% |
| All | +27.3% | +60.7% | -33.4% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling