+44.8%
PL vs CBRE
+61.2%
-16.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | +13.4% | -4.6% | +18.0% | +17.4% |
| 30D | -10.2% | +3.0% | -13.1% | -12.7% |
| 3M | -39.5% | -8.7% | -30.8% | -36.7% |
| 6M | -65.7% | -7.9% | -57.8% | -65.1% |
| YTD | -27.3% | -16.3% | -11.0% | -21.7% |
| 1Y | +15.0% | -13.1% | +28.1% | +20.5% |
| 3Y | +560.8% | +83.1% | +477.7% | +293.5% |
| 5Y | +38.4% | +27.7% | +10.7% | -2.6% |
| All | +44.8% | +61.2% | -16.3% | +1.2% |
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