-75.2%
PCG vs CBRE
+378.3%
-453.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.4% | +5.1% |
| 7D | +5.4% | -1.5% | +6.9% | +6.0% |
| 30D | -15.1% | -4.0% | -11.1% | -13.8% |
| 3M | -9.8% | +8.0% | -17.8% | -12.7% |
| 6M | -18.0% | +4.0% | -22.0% | -19.8% |
| YTD | -7.2% | -11.5% | +4.3% | -4.6% |
| 1Y | +2.9% | -13.0% | +15.9% | +6.2% |
| 3Y | -11.1% | +66.9% | -78.0% | -32.0% |
| 5Y | +61.8% | +45.0% | +16.7% | +27.9% |
| 10Y | -75.2% | +385.0% | -460.2% | -86.4% |
| All | -75.2% | +378.3% | -453.5% | -86.4% |
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