-11.8%
PCOR vs CBRE
+56.8%
-68.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.2% |
| 7D | +3.0% | -1.8% | +4.8% | +4.3% |
| 30D | +38.7% | +3.3% | +35.4% | +35.2% |
| 3M | +24.9% | -12.4% | +37.2% | +35.9% |
| 6M | +68.8% | -5.4% | +74.1% | +73.0% |
| YTD | +6.7% | -17.2% | +23.9% | +19.2% |
| 1Y | +3.0% | -13.1% | +16.1% | +10.8% |
| 3Y | +48.6% | +81.6% | -32.9% | -9.8% |
| 5Y | -12.7% | +26.4% | -39.1% | -35.2% |
| All | -11.8% | +56.8% | -68.6% | -38.1% |
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