-14.6%
PCOR vs CBRE
+72.5%
-87.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -9.0% | -2.0% | -7.0% | -7.8% |
| 30D | +4.2% | -2.2% | +6.4% | +5.4% |
| 3M | +14.4% | +12.9% | +1.5% | +5.8% |
| 6M | +0.2% | +4.3% | -4.1% | -3.3% |
| YTD | -20.3% | -8.0% | -12.2% | -16.8% |
| 1Y | -16.1% | -8.6% | -7.6% | -12.4% |
| All | -14.6% | +72.5% | -87.1% | -41.1% |
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 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