+72.9%
PBR vs CBRE
-6.2%
+79.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.1% | -11.1% | -6.0% |
| 7D | -11.0% | +14.1% | -25.1% | -8.4% |
| 30D | -18.8% | +9.0% | -27.8% | -17.0% |
| 3M | +7.8% | -6.6% | +14.4% | +7.4% |
| 6M | -7.6% | +0.8% | -8.3% | -6.7% |
| YTD | +72.7% | -12.2% | +84.9% | +70.6% |
| 1Y | +72.9% | -6.8% | +79.8% | +68.5% |
| All | +72.9% | -6.2% | +79.1% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling