+115.2%
PCAR vs CBRE
+26.1%
+89.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +4.9% | -1.8% | +6.7% | +5.6% |
| 30D | -1.4% | +3.3% | -4.7% | -2.6% |
| 3M | -18.1% | -12.4% | -5.8% | -14.9% |
| 6M | -4.0% | -5.4% | +1.3% | -3.1% |
| YTD | -1.5% | -17.2% | +15.7% | +3.0% |
| 1Y | +13.2% | -13.1% | +26.3% | +16.3% |
| 3Y | +35.8% | +81.6% | -45.8% | +3.5% |
| All | +115.2% | +26.1% | +89.1% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling