+2,115.4%
CBRE vs PTC
+1,542.7%
+572.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.8% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +6.2% | +0.8% | +5.5% | +5.8% |
| 3M | -8.1% | +32.1% | -40.2% | -26.4% |
| 6M | -6.6% | +42.6% | -49.3% | -30.1% |
| YTD | -15.7% | +12.0% | -27.7% | -26.8% |
| 1Y | -9.7% | +12.2% | -21.8% | -21.7% |
| 3Y | +80.4% | +31.2% | +49.2% | +35.2% |
| 5Y | +27.0% | +54.9% | -27.9% | -17.9% |
| 10Y | +412.9% | +343.1% | +69.8% | +30.9% |
| All | +2,115.4% | +1,542.7% | +572.7% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling