+47.7%
PPL vs CBRE
+30.4%
+17.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.7% |
| 7D | -1.2% | +1.0% | -2.3% | -1.5% |
| 30D | +4.2% | +5.6% | -1.4% | +2.9% |
| 3M | +1.5% | -6.8% | +8.3% | +2.6% |
| 6M | +1.0% | -5.6% | +6.6% | +1.7% |
| YTD | +4.4% | -14.1% | +18.5% | +6.5% |
| 1Y | +0.8% | -9.5% | +10.2% | +1.4% |
| 3Y | +56.5% | +91.8% | -35.3% | +25.3% |
| 5Y | +47.7% | +30.3% | +17.3% | +24.6% |
| All | +47.7% | +30.4% | +17.3% | +24.6% |
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