+1,504.1%
PSA vs CBRE
+2,081.6%
-577.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.5% |
| 7D | +1.5% | +1.0% | +0.4% | +1.1% |
| 30D | +16.7% | +5.6% | +11.0% | +14.3% |
| 3M | +4.0% | -6.8% | +10.8% | +6.0% |
| 6M | +10.9% | -5.6% | +16.4% | +12.1% |
| YTD | +34.2% | -14.1% | +48.3% | +38.8% |
| 1Y | +26.6% | -9.5% | +36.1% | +28.7% |
| 3Y | +54.7% | +91.8% | -37.0% | +20.6% |
| 5Y | +30.0% | +30.3% | -0.3% | +13.1% |
| 10Y | +132.7% | +406.9% | -274.2% | +16.9% |
| All | +1,504.1% | +2,081.6% | -577.6% | +335.2% |
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 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