+403.1%
PL vs CBRE
+80.2%
+322.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.4% | -6.7% | -7.9% |
| 7D | -20.5% | +6.0% | -26.6% | -24.0% |
| 30D | -38.8% | +4.4% | -43.1% | -41.0% |
| 3M | -49.1% | -9.8% | -39.3% | -46.2% |
| 6M | -69.4% | -4.4% | -65.0% | -69.7% |
| YTD | -42.3% | -15.2% | -27.1% | -38.0% |
| 1Y | -14.2% | -9.1% | -5.0% | -13.7% |
| All | +403.1% | +80.2% | +322.9% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling