-21.5%
PFE vs CBRE
+26.4%
-47.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.7% | +5.2% | -8.9% | -4.5% |
| 30D | +5.0% | +6.2% | -1.3% | +3.8% |
| 3M | +12.2% | -8.1% | +20.3% | +13.5% |
| 6M | +14.6% | -6.6% | +21.2% | +15.4% |
| YTD | +24.1% | -15.7% | +39.8% | +26.7% |
| 1Y | +26.6% | -9.7% | +36.2% | +27.6% |
| 3Y | +14.3% | +80.4% | -66.1% | +2.8% |
| All | -21.5% | +26.4% | -47.8% | -33.0% |
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