+147.8%
PR vs CBRE
+349.1%
-201.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -3.0% |
| 7D | -16.5% | +6.0% | -22.6% | -19.6% |
| 30D | -4.5% | +4.4% | -8.9% | -7.8% |
| 3M | +8.5% | -9.8% | +18.3% | +12.5% |
| 6M | -3.3% | -4.4% | +1.0% | -4.5% |
| YTD | +55.7% | -15.2% | +70.9% | +60.9% |
| 1Y | +82.0% | -9.1% | +91.2% | +79.8% |
| 3Y | +62.5% | +79.4% | -16.9% | 0.0% |
| 5Y | +223.9% | +27.8% | +196.1% | +141.6% |
| 10Y | +64.2% | +416.1% | -351.9% | -9.4% |
| All | +147.8% | +349.1% | -201.3% | +36.4% |
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