+26.8%
PL vs CBRE
+62.3%
-35.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +11.0% | +10.8% |
| 7D | -6.8% | +5.2% | -12.0% | -10.5% |
| 30D | -29.3% | +6.2% | -35.5% | -32.9% |
| 3M | -44.8% | -8.1% | -36.7% | -42.5% |
| 6M | -68.4% | -6.6% | -61.7% | -68.2% |
| YTD | -36.4% | -15.7% | -20.6% | -31.9% |
| 1Y | +0.7% | -9.7% | +10.4% | +2.0% |
| 3Y | +455.3% | +80.4% | +374.9% | +233.9% |
| 5Y | +22.7% | +27.0% | -4.3% | -14.1% |
| All | +26.8% | +62.3% | -35.5% | -12.0% |
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