+170.0%
PBF vs CBRE
-7.7%
+177.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.5% |
| 7D | +4.3% | -2.0% | +6.3% | +3.7% |
| 30D | +22.0% | -2.2% | +24.2% | +21.2% |
| 3M | +74.5% | +12.9% | +61.6% | +82.5% |
| 6M | +67.7% | +4.3% | +63.4% | +72.5% |
| YTD | +179.2% | -8.0% | +187.2% | +178.1% |
| 1Y | +170.0% | -8.6% | +178.6% | +162.7% |
| All | +170.0% | -7.7% | +177.7% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 1y: compounded portfolio wealth divided by compounded CBRE 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…
1y analysis · Full analysis span regression · 6 months rolling