+1,681.1%
PLTR vs CBRE
+192.9%
+1,488.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.4% |
| 7D | -5.1% | +1.0% | -6.2% | -5.6% |
| 30D | -19.1% | +5.6% | -24.7% | -22.0% |
| 3M | -1.6% | -6.8% | +5.1% | +1.5% |
| 6M | +22.8% | -5.6% | +28.4% | +25.0% |
| YTD | -4.8% | -14.1% | +9.3% | +0.8% |
| 1Y | -4.9% | -9.5% | +4.6% | -2.8% |
| 3Y | +826.1% | +91.8% | +734.3% | +464.3% |
| 5Y | +597.7% | +30.3% | +567.4% | +402.7% |
| All | +1,681.1% | +192.9% | +1,488.1% | +1,011.2% |
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