-76.4%
PCG vs CBRE
+387.8%
-464.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.2% | -4.6% | +2.4% | -0.5% |
| 30D | -0.5% | +3.0% | -3.4% | -1.9% |
| 3M | -24.0% | -8.7% | -15.2% | -21.6% |
| 6M | -18.6% | -7.9% | -10.7% | -16.8% |
| YTD | -17.7% | -16.3% | -1.4% | -13.9% |
| 1Y | -20.0% | -13.1% | -6.9% | -17.8% |
| 3Y | -20.2% | +83.1% | -103.4% | -41.8% |
| 5Y | +8.4% | +27.7% | -19.4% | -10.0% |
| 10Y | -76.4% | +386.9% | -463.3% | -86.7% |
| All | -76.4% | +387.8% | -464.2% | -86.7% |
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