+367.0%
PSX vs CBRE
+39.8%
+327.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +1.5% | -7.2% | +8.7% | +3.3% |
| 30D | +15.8% | -6.4% | +22.3% | +17.4% |
| 3M | +43.0% | +2.9% | +40.1% | +41.0% |
| 6M | +61.1% | +2.5% | +58.6% | +57.8% |
| YTD | +104.5% | -14.2% | +118.7% | +109.5% |
| 1Y | +102.5% | -15.1% | +117.7% | +107.5% |
| 3Y | +133.5% | +61.9% | +71.6% | +92.4% |
| 5Y | +367.0% | +42.4% | +324.6% | +283.9% |
| All | +367.0% | +39.8% | +327.2% | +283.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling