+374.0%
PPL vs CBRE
+2,052.9%
-1,678.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.3% |
| 7D | +1.0% | +6.0% | -5.0% | +0.1% |
| 30D | +6.8% | +4.4% | +2.5% | +6.0% |
| 3M | +3.9% | -9.8% | +13.7% | +5.3% |
| 6M | -2.0% | -4.4% | +2.3% | -1.8% |
| YTD | +5.3% | -15.2% | +20.5% | +7.0% |
| 1Y | +2.2% | -9.1% | +11.3% | +2.7% |
| 3Y | +56.7% | +79.4% | -22.7% | +40.1% |
| 5Y | +49.1% | +27.8% | +21.3% | +39.1% |
| 10Y | +63.6% | +416.1% | -352.4% | +23.0% |
| All | +374.0% | +2,052.9% | -1,678.9% | +187.1% |
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