-21.8%
PCG vs CBRE
-13.9%
-7.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.7% |
| 30D | -2.7% | +2.2% | -4.9% | -3.0% |
| 3M | -25.1% | -10.1% | -15.0% | -24.2% |
| 6M | -22.3% | -8.0% | -14.3% | -21.6% |
| YTD | -18.5% | -17.6% | -0.9% | -18.9% |
| 1Y | -21.8% | -14.7% | -7.1% | -22.2% |
| All | -21.8% | -13.9% | -7.9% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling