-16.7%
PCG vs CBRE
+2,234.5%
-2,251.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.5% |
| 7D | -13.9% | -2.0% | -11.9% | -13.5% |
| 30D | -16.9% | -2.2% | -14.7% | -16.6% |
| 3M | -14.7% | +12.9% | -27.6% | -16.2% |
| 6M | -23.8% | +4.3% | -28.1% | -24.4% |
| YTD | -10.5% | -8.0% | -2.5% | -9.9% |
| 1Y | -5.1% | -8.6% | +3.4% | -4.5% |
| 3Y | -11.6% | +71.9% | -83.5% | -19.3% |
| 5Y | +59.0% | +50.0% | +9.0% | +47.1% |
| 10Y | -75.7% | +390.1% | -465.8% | -80.6% |
| All | -16.7% | +2,234.5% | -2,251.2% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling