+158.8%
PGR vs CBRE
+43.6%
+115.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.2% | +0.4% |
| 7D | -0.6% | -5.0% | +4.4% | 0.0% |
| 30D | +4.9% | -4.7% | +9.6% | +5.6% |
| 3M | +7.6% | +6.5% | +1.1% | +6.7% |
| 6M | +8.3% | +6.1% | +2.2% | +7.2% |
| YTD | +1.7% | -12.6% | +14.3% | +2.9% |
| 1Y | -6.8% | -15.3% | +8.5% | -5.5% |
| 3Y | +73.4% | +64.6% | +8.8% | +57.4% |
| All | +158.8% | +43.6% | +115.2% | +137.4% |
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