+367.2%
PCAR vs CBRE
+397.8%
-30.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.5% | -2.0% | +1.5% | +0.2% |
| 30D | -6.2% | -2.2% | -4.0% | -5.7% |
| 3M | +5.9% | +12.9% | -7.0% | +0.6% |
| 6M | +0.4% | +4.3% | -3.9% | -2.0% |
| YTD | +14.8% | -8.0% | +22.9% | +16.5% |
| 1Y | +30.1% | -8.6% | +38.7% | +32.1% |
| 3Y | +66.7% | +71.9% | -5.2% | +27.9% |
| 5Y | +166.1% | +50.0% | +116.1% | +110.7% |
| All | +367.2% | +397.8% | -30.6% | +111.5% |
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 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