+101.3%
PSA vs CBRE
+381.8%
-280.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.8% |
| 7D | -2.2% | -1.7% | -0.6% | -1.8% |
| 30D | -9.6% | -3.0% | -6.6% | -8.9% |
| 3M | -7.9% | +2.6% | -10.5% | -8.9% |
| 6M | -2.0% | +2.0% | -4.0% | -3.0% |
| YTD | +15.7% | -13.1% | +28.9% | +19.2% |
| 1Y | +5.8% | -13.8% | +19.6% | +9.1% |
| 3Y | +21.6% | +63.9% | -42.3% | +3.0% |
| 5Y | +13.1% | +42.3% | -29.2% | -2.5% |
| 10Y | +101.3% | +401.2% | -299.9% | +29.2% |
| All | +101.3% | +381.8% | -280.6% | +29.2% |
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