-23.8%
PFE vs CBRE
+26.1%
-49.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | +0.3% | +3.3% | -2.9% | -0.3% |
| 3M | +9.4% | -12.4% | +21.7% | +11.6% |
| 6M | +14.9% | -5.4% | +20.2% | +15.5% |
| YTD | +23.8% | -17.2% | +41.0% | +26.8% |
| 1Y | +19.5% | -13.1% | +32.6% | +21.3% |
| 3Y | +21.0% | +81.6% | -60.5% | +8.7% |
| All | -23.8% | +26.1% | -49.9% | -34.1% |
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