+223.9%
PR vs CBRE
+27.7%
+196.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.7% |
| 7D | -16.5% | +6.0% | -22.6% | -18.5% |
| 30D | -4.5% | +4.4% | -8.9% | -6.6% |
| 3M | +8.5% | -9.8% | +18.3% | +11.5% |
| 6M | -3.3% | -4.4% | +1.0% | -3.9% |
| YTD | +55.7% | -15.2% | +70.9% | +60.4% |
| 1Y | +82.0% | -9.1% | +91.2% | +80.7% |
| 3Y | +62.5% | +79.4% | -16.9% | +8.9% |
| 5Y | +223.9% | +27.8% | +196.1% | +162.0% |
| All | +223.9% | +27.7% | +196.2% | +162.0% |
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 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