+27.3%
CBRE vs PTEN
+49.0%
-21.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | -1.8% | +10.6% | -12.3% | -2.9% |
| 30D | +3.3% | -4.9% | +8.2% | +3.3% |
| 3M | -12.4% | +1.4% | -13.8% | -13.4% |
| 6M | -5.4% | -7.0% | +1.7% | -5.9% |
| YTD | -17.2% | +84.8% | -102.0% | -27.4% |
| 1Y | -13.1% | +95.7% | -108.8% | -24.7% |
| 3Y | +81.6% | +2.0% | +79.6% | +69.5% |
| All | +27.3% | +49.0% | -21.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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