+293.0%
PCAR vs CBRE
+421.6%
-128.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.9% |
| 7D | +2.9% | +1.0% | +1.9% | +2.5% |
| 30D | -2.1% | +5.6% | -7.8% | -4.3% |
| 3M | -20.4% | -6.8% | -13.6% | -18.6% |
| 6M | -7.0% | -5.6% | -1.4% | -5.8% |
| YTD | -2.6% | -14.1% | +11.4% | +1.0% |
| 1Y | +9.8% | -9.5% | +19.3% | +11.6% |
| 3Y | +37.3% | +91.8% | -54.5% | +0.3% |
| 5Y | +116.4% | +30.3% | +86.1% | +80.9% |
| 10Y | +293.0% | +406.9% | -113.9% | +77.5% |
| All | +293.0% | +421.6% | -128.6% | +77.5% |
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