+116.1%
PG vs CBRE
+407.4%
-291.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.3% |
| 7D | -0.8% | -5.0% | +4.2% | 0.0% |
| 30D | +0.8% | -4.7% | +5.5% | +1.5% |
| 3M | -1.3% | +6.5% | -7.9% | -2.5% |
| 6M | -3.8% | +6.1% | -9.9% | -5.0% |
| YTD | +3.6% | -12.6% | +16.2% | +5.1% |
| 1Y | -5.7% | -15.3% | +9.6% | -4.0% |
| 3Y | +1.6% | +64.6% | -63.0% | -9.2% |
| 5Y | +14.6% | +45.0% | -30.4% | +3.3% |
| All | +116.1% | +407.4% | -291.3% | +64.2% |
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