-21.0%
PCG vs CBRE
+79.1%
-100.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.8% |
| 7D | -1.6% | +5.2% | -6.8% | -2.8% |
| 30D | +1.4% | +6.2% | -4.8% | -0.2% |
| 3M | -23.4% | -8.1% | -15.3% | -22.0% |
| 6M | -19.4% | -6.6% | -12.7% | -18.3% |
| YTD | -18.5% | -15.7% | -2.8% | -16.2% |
| 1Y | -19.5% | -9.7% | -9.9% | -19.1% |
| 3Y | -21.0% | +80.4% | -101.4% | -38.0% |
| All | -21.0% | +79.1% | -100.1% | -38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling