+11.1%
PL vs CBRE
+27.7%
-16.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.4% | -6.7% | -7.7% |
| 7D | -20.5% | +6.0% | -26.6% | -24.3% |
| 30D | -38.8% | +4.4% | -43.1% | -41.3% |
| 3M | -49.1% | -9.8% | -39.3% | -46.2% |
| 6M | -69.4% | -4.4% | -65.0% | -69.8% |
| YTD | -42.3% | -15.2% | -27.1% | -38.4% |
| 1Y | -14.2% | -9.1% | -5.0% | -13.6% |
| 3Y | +398.7% | +79.4% | +319.3% | +183.8% |
| 5Y | +11.1% | +27.8% | -16.7% | -23.3% |
| All | +11.1% | +27.7% | -16.6% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling