+375.9%
PG vs CBRE
+2,105.5%
-1,729.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -3.4% | -1.7% | -1.7% | -3.2% |
| 30D | -2.6% | -3.0% | +0.4% | -2.3% |
| 3M | -3.3% | +2.6% | -6.0% | -3.7% |
| 6M | -6.7% | +2.0% | -8.7% | -7.1% |
| YTD | +1.7% | -13.1% | +14.9% | +2.8% |
| 1Y | -7.9% | -13.8% | +5.9% | -6.9% |
| 3Y | +0.9% | +63.9% | -62.9% | -5.9% |
| 5Y | +12.6% | +42.3% | -29.7% | +5.8% |
| 10Y | +117.2% | +401.2% | -284.0% | +74.3% |
| All | +375.9% | +2,105.5% | -1,729.6% | +196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling