+78.7%
PR vs CBRE
+387.8%
-309.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.9% |
| 7D | -0.5% | -4.6% | +4.1% | +2.2% |
| 30D | -4.6% | +3.0% | -7.6% | -7.5% |
| 3M | +4.7% | -8.7% | +13.4% | +8.1% |
| 6M | +12.4% | -7.9% | +20.3% | +13.5% |
| YTD | +62.9% | -16.3% | +79.2% | +69.6% |
| 1Y | +70.6% | -13.1% | +83.7% | +72.7% |
| 3Y | +90.0% | +83.1% | +6.9% | +10.0% |
| 5Y | +255.5% | +27.7% | +227.8% | +157.3% |
| 10Y | +78.7% | +386.9% | -308.2% | 0.0% |
| All | +78.7% | +387.8% | -309.0% | 0.0% |
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