+134.5%
PSA vs CBRE
+387.8%
-253.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.1% | -4.6% | +2.6% | -0.7% |
| 30D | +16.2% | +3.0% | +13.3% | +15.0% |
| 3M | +4.3% | -8.7% | +13.1% | +6.8% |
| 6M | +9.9% | -7.9% | +17.8% | +11.8% |
| YTD | +33.3% | -16.3% | +49.6% | +38.3% |
| 1Y | +25.8% | -13.1% | +38.9% | +29.1% |
| 3Y | +54.8% | +83.1% | -28.4% | +27.2% |
| 5Y | +27.5% | +27.7% | -0.2% | +12.7% |
| 10Y | +134.5% | +386.9% | -252.4% | +51.6% |
| All | +134.5% | +387.8% | -253.3% | +51.6% |
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