+169.5%
PR vs CBRE
+387.0%
-217.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +2.9% | -2.0% | +4.9% | +3.8% |
| 30D | +18.0% | -2.2% | +20.2% | +18.6% |
| 3M | +16.9% | +12.9% | +4.0% | +7.1% |
| 6M | +28.2% | +4.3% | +23.9% | +21.3% |
| YTD | +69.3% | -8.0% | +77.4% | +69.6% |
| 1Y | +69.5% | -8.6% | +78.1% | +69.3% |
| 3Y | +81.7% | +71.9% | +9.8% | +16.8% |
| 5Y | +422.2% | +50.0% | +372.2% | +258.3% |
| 10Y | +110.4% | +390.1% | -279.7% | +11.4% |
| All | +169.5% | +387.0% | -217.5% | +43.8% |
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