+137.1%
PSX vs CBRE
+73.2%
+63.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +4.5% | -2.0% | +6.5% | +4.9% |
| 30D | +26.6% | -2.2% | +28.8% | +26.9% |
| 3M | +39.3% | +12.9% | +26.4% | +35.3% |
| 6M | +56.8% | +4.3% | +52.5% | +54.4% |
| YTD | +101.8% | -8.0% | +109.9% | +103.8% |
| 1Y | +99.6% | -8.6% | +108.2% | +101.2% |
| All | +137.1% | +73.2% | +63.9% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling