+60.2%
PPL vs CBRE
+397.3%
-337.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | +0.4% | +5.2% | -4.7% | -1.1% |
| 30D | +5.4% | +6.2% | -0.8% | +3.3% |
| 3M | +4.3% | -8.1% | +12.4% | +6.3% |
| 6M | -1.3% | -6.6% | +5.3% | -0.2% |
| YTD | +4.7% | -15.7% | +20.4% | +8.0% |
| 1Y | +1.3% | -9.7% | +10.9% | +2.1% |
| 3Y | +57.2% | +80.4% | -23.2% | +22.5% |
| 5Y | +48.2% | +27.0% | +21.2% | +27.0% |
| All | +60.2% | +397.3% | -337.0% | -2.8% |
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 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