-24.1%
PCG vs CBRE
+2,039.6%
-2,063.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -1.6% | +5.2% | -6.8% | -2.3% |
| 30D | +1.4% | +6.2% | -4.8% | +0.4% |
| 3M | -23.4% | -8.1% | -15.3% | -22.5% |
| 6M | -19.4% | -6.6% | -12.7% | -18.8% |
| YTD | -18.5% | -15.7% | -2.8% | -17.1% |
| 1Y | -19.5% | -9.7% | -9.9% | -19.0% |
| 3Y | -21.0% | +80.4% | -101.4% | -28.4% |
| 5Y | +13.7% | +27.0% | -13.3% | +7.5% |
| 10Y | -77.2% | +412.9% | -490.1% | -81.8% |
| All | -24.1% | +2,039.6% | -2,063.8% | -49.6% |
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