+65.0%
PPL vs CBRE
+387.8%
-322.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -1.0% | -4.6% | +3.7% | +0.4% |
| 30D | +3.0% | +3.0% | +0.1% | +1.8% |
| 3M | +1.1% | -8.7% | +9.9% | +3.3% |
| 6M | -0.8% | -7.9% | +7.1% | +0.7% |
| YTD | +3.5% | -16.3% | +19.8% | +7.0% |
| 1Y | -0.9% | -13.1% | +12.2% | +1.1% |
| 3Y | +54.2% | +83.1% | -28.9% | +19.4% |
| 5Y | +46.3% | +27.7% | +18.6% | +25.0% |
| 10Y | +65.0% | +386.9% | -321.9% | -0.4% |
| All | +65.0% | +387.8% | -322.7% | -0.4% |
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 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