+304.1%
PBF vs CBRE
+585.2%
-281.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.9% |
| 7D | -4.0% | -4.6% | +0.6% | -0.8% |
| 30D | -18.0% | +3.0% | -20.9% | -20.2% |
| 3M | +0.9% | -8.7% | +9.7% | +5.3% |
| 6M | +65.7% | -7.9% | +73.6% | +68.6% |
| YTD | +161.9% | -16.3% | +178.2% | +171.8% |
| 1Y | +77.8% | -13.1% | +90.9% | +78.7% |
| 3Y | +74.9% | +83.1% | -8.3% | -7.7% |
| 5Y | +423.4% | +27.7% | +395.7% | +241.8% |
| 10Y | +255.2% | +386.9% | -131.7% | -7.1% |
| All | +304.1% | +585.2% | -281.2% | -9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling