+330.8%
PBF vs CBRE
+652.8%
-322.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | +4.3% | -2.0% | +6.3% | +5.4% |
| 30D | +22.0% | -2.2% | +24.2% | +22.9% |
| 3M | +74.5% | +12.9% | +61.6% | +57.3% |
| 6M | +67.7% | +4.3% | +63.4% | +55.8% |
| YTD | +179.2% | -8.0% | +187.2% | +175.7% |
| 1Y | +170.0% | -8.6% | +178.6% | +164.8% |
| 3Y | +66.4% | +71.9% | -5.5% | -6.0% |
| 5Y | +764.5% | +50.0% | +714.5% | +404.5% |
| 10Y | +358.5% | +390.1% | -31.5% | +19.5% |
| All | +330.8% | +652.8% | -322.0% | -8.4% |
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