+250.9%
PBF vs CBRE
+379.0%
-128.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.1% |
| 7D | +6.5% | -1.8% | +8.2% | +7.8% |
| 30D | -20.0% | +3.3% | -23.3% | -22.4% |
| 3M | -3.3% | -12.4% | +9.0% | +3.9% |
| 6M | +76.8% | -5.4% | +82.2% | +76.2% |
| YTD | +168.9% | -17.2% | +186.2% | +181.4% |
| 1Y | +96.4% | -13.1% | +109.4% | +96.5% |
| 3Y | +77.2% | +81.6% | -4.4% | -12.5% |
| 5Y | +417.7% | +26.4% | +391.3% | +224.4% |
| All | +250.9% | +379.0% | -128.1% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling