+2,317.2%
CBRE vs PTC
+1,087.5%
+1,229.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | +3.1% |
| 7D | -2.0% | -10.3% | +8.3% | +4.6% |
| 30D | -2.2% | +1.1% | -3.3% | -3.6% |
| 3M | +12.9% | +1.6% | +11.3% | +9.6% |
| 6M | +4.3% | -13.5% | +17.8% | +11.0% |
| YTD | -8.0% | -19.1% | +11.0% | +2.1% |
| 1Y | -8.6% | -33.9% | +25.3% | +14.5% |
| 3Y | +71.9% | -3.9% | +75.8% | +63.1% |
| 5Y | +50.0% | +6.0% | +44.0% | +27.6% |
| 10Y | +390.1% | +223.7% | +166.3% | +57.5% |
| All | +2,317.2% | +1,087.5% | +1,229.6% | +189.1% |
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 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