+386.6%
PSX vs CBRE
+381.8%
+4.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.5% |
| 7D | +1.8% | -1.7% | +3.5% | +2.4% |
| 30D | +21.6% | -3.0% | +24.6% | +22.8% |
| 3M | +46.5% | +2.6% | +43.8% | +42.8% |
| 6M | +62.0% | +2.0% | +60.0% | +56.5% |
| YTD | +106.3% | -13.1% | +119.5% | +112.7% |
| 1Y | +103.0% | -13.8% | +116.8% | +108.9% |
| 3Y | +135.5% | +63.9% | +71.7% | +65.4% |
| 5Y | +368.5% | +42.3% | +326.2% | +240.5% |
| 10Y | +386.6% | +401.2% | -14.6% | +83.5% |
| All | +386.6% | +381.8% | +4.7% | +83.5% |
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