+65.2%
PR vs CBRE
+397.3%
-332.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.3% |
| 7D | -16.4% | +5.2% | -21.6% | -19.3% |
| 30D | -1.9% | +6.2% | -8.1% | -6.5% |
| 3M | +8.0% | -8.1% | +16.1% | +10.9% |
| 6M | +4.1% | -6.6% | +10.7% | +4.3% |
| YTD | +58.7% | -15.7% | +74.4% | +64.7% |
| 1Y | +75.8% | -9.7% | +85.5% | +73.8% |
| 3Y | +73.2% | +80.4% | -7.2% | +1.6% |
| 5Y | +230.1% | +27.0% | +203.1% | +140.5% |
| All | +65.2% | +397.3% | -332.1% | -9.1% |
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 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