+1,206.0%
PCAR vs CBRE
+2,039.6%
-833.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +0.1% | +5.2% | -5.1% | -1.6% |
| 30D | -4.6% | +6.2% | -10.8% | -6.5% |
| 3M | -22.6% | -8.1% | -14.5% | -20.8% |
| 6M | -12.0% | -6.6% | -5.3% | -10.7% |
| YTD | -6.1% | -15.7% | +9.6% | -2.4% |
| 1Y | +6.3% | -9.7% | +16.0% | +8.0% |
| 3Y | +31.8% | +80.4% | -48.6% | +5.0% |
| 5Y | +104.2% | +27.0% | +77.1% | +79.1% |
| 10Y | +302.9% | +412.9% | -110.0% | +116.4% |
| All | +1,206.0% | +2,039.6% | -833.7% | +354.5% |
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 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