+60.6%
PFE vs CBRE
+397.3%
-336.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.7% | +5.2% | -8.9% | -4.7% |
| 30D | +5.0% | +6.2% | -1.3% | +3.6% |
| 3M | +12.2% | -8.1% | +20.3% | +13.8% |
| 6M | +14.6% | -6.6% | +21.2% | +15.6% |
| YTD | +24.1% | -15.7% | +39.8% | +27.2% |
| 1Y | +26.6% | -9.7% | +36.2% | +27.8% |
| 3Y | +14.3% | +80.4% | -66.1% | -1.4% |
| 5Y | -21.9% | +27.0% | -48.9% | -28.9% |
| All | +60.6% | +397.3% | -336.7% | +10.2% |
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