+119.6%
PM vs CBRE
+72.5%
+47.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -4.9% | -2.0% | -2.9% | -4.6% |
| 30D | -3.4% | -2.2% | -1.2% | -3.1% |
| 3M | +5.2% | +12.9% | -7.7% | +3.5% |
| 6M | +3.7% | +4.3% | -0.6% | +2.9% |
| YTD | +15.8% | -8.0% | +23.8% | +16.2% |
| 1Y | +17.4% | -8.6% | +25.9% | +17.8% |
| All | +119.6% | +72.5% | +47.1% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling