+83.0%
PL vs CBRE
+77.1%
+6.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.8% |
| 7D | -9.3% | -2.0% | -7.3% | -8.5% |
| 30D | -18.9% | -2.2% | -16.7% | -18.4% |
| 3M | -58.4% | +12.9% | -71.3% | -63.2% |
| 6M | -30.3% | +4.3% | -34.6% | -35.0% |
| YTD | -8.1% | -8.0% | -0.1% | -6.6% |
| 1Y | +180.5% | -8.6% | +189.1% | +186.1% |
| 3Y | +444.1% | +71.9% | +372.3% | +240.5% |
| 5Y | +83.0% | +50.0% | +33.0% | +21.5% |
| All | +83.0% | +77.1% | +6.0% | +20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling