+278.2%
PCAR vs CBRE
+388.5%
-110.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.1% |
| 7D | +3.8% | -0.5% | +4.4% | +4.0% |
| 30D | -2.0% | +3.1% | -5.0% | -3.3% |
| 3M | -19.1% | -6.4% | -12.7% | -17.5% |
| 6M | -6.8% | -7.9% | +1.1% | -4.8% |
| YTD | -2.5% | -16.2% | +13.7% | +2.1% |
| 1Y | +9.7% | -11.2% | +20.9% | +12.2% |
| 3Y | +34.0% | +83.4% | -49.5% | -0.3% |
| 5Y | +113.3% | +28.4% | +84.9% | +79.2% |
| 10Y | +278.2% | +386.8% | -108.6% | +74.2% |
| All | +278.2% | +388.5% | -110.4% | +74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling