-41.4%
PCOR vs CBRE
+50.7%
-92.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.8% |
| 7D | -9.0% | -2.0% | -7.0% | -7.7% |
| 30D | +4.2% | -2.2% | +6.4% | +5.5% |
| 3M | +14.4% | +12.9% | +1.5% | +4.6% |
| 6M | +0.2% | +4.3% | -4.1% | -3.9% |
| YTD | -20.3% | -8.0% | -12.2% | -16.8% |
| 1Y | -16.1% | -8.6% | -7.6% | -12.3% |
| 3Y | -14.7% | +71.9% | -86.6% | -46.3% |
| All | -41.4% | +50.7% | -92.1% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling