+361.6%
PSX vs CBRE
+379.0%
-17.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | +7.8% | -1.8% | +9.6% | +8.7% |
| 30D | -10.9% | +3.3% | -14.2% | -12.8% |
| 3M | +14.5% | -12.4% | +26.8% | +20.2% |
| 6M | +56.1% | -5.4% | +61.5% | +56.3% |
| YTD | +109.6% | -17.2% | +126.8% | +119.2% |
| 1Y | +95.5% | -13.1% | +108.6% | +98.9% |
| 3Y | +156.2% | +81.6% | +74.6% | +68.2% |
| 5Y | +310.0% | +26.4% | +283.6% | +216.7% |
| All | +361.6% | +379.0% | -17.4% | +83.9% |
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