+362.2%
PBF vs CBRE
+381.8%
-19.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.9% |
| 7D | +1.4% | -1.7% | +3.0% | +2.2% |
| 30D | +15.8% | -3.0% | +18.8% | +17.4% |
| 3M | +90.3% | +2.6% | +87.6% | +82.5% |
| 6M | +102.8% | +2.0% | +100.8% | +89.6% |
| YTD | +187.3% | -13.1% | +200.5% | +194.3% |
| 1Y | +161.8% | -13.8% | +175.7% | +166.8% |
| 3Y | +55.5% | +63.9% | -8.4% | -14.8% |
| 5Y | +801.9% | +42.3% | +759.6% | +411.4% |
| 10Y | +362.2% | +401.2% | -38.9% | -2.0% |
| All | +362.2% | +381.8% | -19.6% | -2.0% |
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