+724.0%
PNC vs CBRE
+2,001.9%
-1,277.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +3.1% | -1.8% | +4.8% | +3.8% |
| 30D | +7.6% | +3.3% | +4.3% | +5.9% |
| 3M | -8.1% | -12.4% | +4.2% | -3.8% |
| 6M | +12.6% | -5.4% | +18.0% | +13.7% |
| YTD | +15.0% | -17.2% | +32.2% | +21.3% |
| 1Y | +30.4% | -13.1% | +43.5% | +34.9% |
| 3Y | +116.1% | +81.6% | +34.6% | +63.5% |
| 5Y | +37.5% | +26.4% | +11.0% | +19.1% |
| 10Y | +205.1% | +381.6% | -176.5% | +54.5% |
| All | +724.0% | +2,001.9% | -1,277.9% | +124.2% |
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