+48.9%
PCOR vs CBRE
+80.2%
-31.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +2.2% |
| 7D | +23.7% | +6.0% | +17.6% | +19.4% |
| 30D | +39.0% | +4.4% | +34.6% | +35.0% |
| 3M | +35.8% | -9.8% | +45.5% | +44.3% |
| 6M | +38.2% | -4.4% | +42.6% | +41.1% |
| YTD | +3.9% | -15.2% | +19.1% | +14.1% |
| 1Y | +5.7% | -9.1% | +14.8% | +10.2% |
| All | +48.9% | +80.2% | -31.3% | -10.7% |
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