+36.7%
PNC vs CBRE
+25.7%
+11.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | +1.9% | -2.8% | +4.7% | +3.2% |
| 30D | +6.2% | +2.2% | +4.0% | +4.7% |
| 3M | -8.7% | -10.1% | +1.3% | -4.9% |
| 6M | +9.2% | -8.0% | +17.2% | +11.8% |
| YTD | +14.3% | -17.6% | +31.9% | +22.1% |
| 1Y | +27.7% | -14.7% | +42.4% | +33.8% |
| 3Y | +113.5% | +80.4% | +33.1% | +41.3% |
| 5Y | +36.7% | +25.9% | +10.8% | +7.4% |
| All | +36.7% | +25.7% | +11.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling