+1,411.0%
PBR vs CBRE
+2,234.5%
-823.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +8.6% | -2.0% | +10.5% | +9.1% |
| 30D | +12.8% | -2.2% | +15.0% | +13.2% |
| 3M | +14.7% | +12.9% | +1.8% | +8.6% |
| 6M | +25.2% | +4.3% | +20.9% | +21.1% |
| YTD | +77.1% | -8.0% | +85.2% | +77.6% |
| 1Y | +69.6% | -8.6% | +78.1% | +69.7% |
| 3Y | +95.6% | +71.9% | +23.7% | +50.2% |
| 5Y | +501.8% | +50.0% | +451.7% | +372.8% |
| 10Y | +640.6% | +390.1% | +250.5% | +281.9% |
| All | +1,411.0% | +2,234.5% | -823.4% | +293.8% |
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