+44.1%
PL vs CBRE
+61.4%
-17.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.8% | +1.0% |
| 7D | +5.6% | -0.5% | +6.2% | +6.0% |
| 30D | -16.9% | +3.1% | -20.0% | -19.3% |
| 3M | -38.2% | -6.4% | -31.9% | -36.5% |
| 6M | -63.4% | -7.9% | -55.6% | -62.8% |
| YTD | -27.6% | -16.2% | -11.5% | -22.2% |
| 1Y | +6.6% | -11.2% | +17.8% | +9.5% |
| 3Y | +557.6% | +83.4% | +474.2% | +291.2% |
| 5Y | +39.5% | +28.4% | +11.0% | -1.9% |
| All | +44.1% | +61.4% | -17.3% | +0.6% |
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