+32.9%
PFE vs CBRE
+378.3%
-345.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.5% |
| 7D | -2.7% | -1.5% | -1.1% | -2.4% |
| 30D | +3.8% | -4.0% | +7.8% | +4.6% |
| 3M | +10.4% | +8.0% | +2.4% | +8.3% |
| 6M | +6.3% | +4.0% | +2.3% | +4.9% |
| YTD | +17.4% | -11.5% | +28.9% | +19.3% |
| 1Y | +21.1% | -13.0% | +34.1% | +23.5% |
| 3Y | -1.6% | +66.9% | -68.5% | -13.6% |
| 5Y | -22.2% | +45.0% | -67.2% | -31.1% |
| 10Y | +32.9% | +385.0% | -352.2% | -11.7% |
| All | +32.9% | +378.3% | -345.5% | -11.7% |
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 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