+843.8%
PM vs CBRE
+657.5%
+186.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.7% |
| 7D | -5.2% | +5.2% | -10.4% | -5.9% |
| 30D | +2.7% | +6.2% | -3.5% | +1.7% |
| 3M | +6.1% | -8.1% | +14.2% | +7.2% |
| 6M | +18.0% | -6.6% | +24.7% | +18.7% |
| YTD | +26.6% | -15.7% | +42.3% | +28.7% |
| 1Y | +36.7% | -9.7% | +46.3% | +37.6% |
| 3Y | +146.0% | +80.4% | +65.6% | +122.2% |
| 5Y | +164.1% | +27.0% | +137.1% | +148.1% |
| 10Y | +238.8% | +412.9% | -174.1% | +160.6% |
| All | +843.8% | +657.5% | +186.3% | +521.4% |
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