+234.7%
PM vs CBRE
+421.6%
-186.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.9% |
| 7D | -7.3% | +1.0% | -8.3% | -7.5% |
| 30D | -4.0% | +5.6% | -9.6% | -5.5% |
| 3M | +2.7% | -6.8% | +9.5% | +4.1% |
| 6M | +14.9% | -5.6% | +20.4% | +15.7% |
| YTD | +23.5% | -14.1% | +37.6% | +26.4% |
| 1Y | +30.4% | -9.5% | +39.8% | +31.5% |
| 3Y | +143.2% | +91.8% | +51.4% | +96.0% |
| 5Y | +159.5% | +30.3% | +129.1% | +128.1% |
| 10Y | +234.7% | +406.9% | -172.2% | +119.0% |
| All | +234.7% | +421.6% | -186.9% | +119.0% |
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