+198.6%
PM vs CBRE
+378.3%
-179.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +2.1% |
| 7D | -1.3% | -1.5% | +0.2% | -1.0% |
| 30D | -2.6% | -4.0% | +1.4% | -1.7% |
| 3M | +5.8% | +8.0% | -2.2% | +3.6% |
| 6M | +10.6% | +4.0% | +6.6% | +9.0% |
| YTD | +17.2% | -11.5% | +28.7% | +19.4% |
| 1Y | +17.6% | -13.0% | +30.6% | +20.2% |
| 3Y | +124.3% | +66.9% | +57.4% | +88.2% |
| 5Y | +125.1% | +45.0% | +80.0% | +92.4% |
| 10Y | +198.6% | +385.0% | -186.4% | +89.5% |
| All | +198.6% | +378.3% | -179.7% | +89.5% |
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