-76.7%
PCG vs CBRE
+421.6%
-498.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.6% |
| 7D | -1.1% | +1.0% | -2.1% | -1.5% |
| 30D | +0.1% | +5.6% | -5.6% | -2.3% |
| 3M | -24.4% | -6.8% | -17.7% | -22.7% |
| 6M | -17.7% | -5.6% | -12.1% | -16.6% |
| YTD | -17.4% | -14.1% | -3.4% | -14.5% |
| 1Y | -19.4% | -9.5% | -9.9% | -18.5% |
| 3Y | -18.6% | +91.8% | -110.4% | -41.7% |
| 5Y | +10.2% | +30.3% | -20.1% | -9.1% |
| 10Y | -76.7% | +406.9% | -483.5% | -87.0% |
| All | -76.7% | +421.6% | -498.3% | -87.0% |
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