+59.6%
PBF vs CBRE
+73.2%
-13.6%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | +4.3% | -2.0% | +6.3% | +4.5% |
| 30D | +22.0% | -2.2% | +24.2% | +22.2% |
| 3M | +74.5% | +12.9% | +61.6% | +70.9% |
| 6M | +67.7% | +4.3% | +63.4% | +65.6% |
| YTD | +179.2% | -8.0% | +187.2% | +181.5% |
| 1Y | +170.0% | -8.6% | +178.6% | +171.6% |
| All | +59.6% | +73.2% | -13.6% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling