+1,806.4%
PGR vs CBRE
+2,078.8%
-272.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -3.4% | -7.2% | +3.8% | -1.8% |
| 30D | +1.8% | -6.4% | +8.2% | +3.2% |
| 3M | +5.9% | +2.9% | +3.0% | +4.9% |
| 6M | +4.6% | +2.5% | +2.0% | +3.4% |
| YTD | +1.1% | -14.2% | +15.2% | +3.3% |
| 1Y | -6.6% | -15.1% | +8.6% | -4.4% |
| 3Y | +74.2% | +61.9% | +12.3% | +51.0% |
| 5Y | +159.5% | +42.4% | +117.1% | +127.9% |
| 10Y | +813.4% | +395.1% | +418.3% | +474.9% |
| All | +1,806.4% | +2,078.8% | -272.4% | +535.8% |
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