+792.3%
PH vs CBRE
+378.3%
+414.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +1.4% |
| 7D | +0.4% | -1.5% | +1.9% | +1.1% |
| 30D | -10.8% | -4.0% | -6.8% | -9.2% |
| 3M | +8.5% | +8.0% | +0.4% | +2.3% |
| 6M | +3.9% | +4.0% | 0.0% | -0.4% |
| YTD | +9.4% | -11.5% | +20.9% | +13.2% |
| 1Y | +26.8% | -13.0% | +39.8% | +32.0% |
| 3Y | +140.8% | +66.9% | +73.9% | +64.2% |
| 5Y | +253.8% | +45.0% | +208.7% | +157.0% |
| 10Y | +792.3% | +385.0% | +407.3% | +233.7% |
| All | +792.3% | +378.3% | +414.0% | +233.7% |
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