+111.0%
PBF vs CBRE
-6.2%
+117.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.1% | -10.8% | -5.6% |
| 7D | -0.9% | +14.1% | -15.0% | +2.6% |
| 30D | -13.7% | +9.0% | -22.8% | -11.6% |
| 3M | +10.6% | -6.6% | +17.2% | +8.0% |
| 6M | +61.2% | +0.8% | +60.4% | +62.2% |
| YTD | +172.7% | -12.2% | +185.0% | +164.5% |
| 1Y | +111.0% | -6.8% | +117.8% | +104.7% |
| All | +111.0% | -6.2% | +117.2% | +104.7% |
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