+1,102.3%
PSX vs CBRE
+655.9%
+446.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.0% | +1.0% | +2.1% |
| 7D | -8.0% | +1.0% | -9.0% | -8.5% |
| 30D | -9.0% | +5.6% | -14.7% | -11.8% |
| 3M | +24.7% | -6.8% | +31.5% | +27.1% |
| 6M | +49.3% | -5.6% | +54.9% | +49.8% |
| YTD | +100.2% | -14.1% | +114.3% | +105.7% |
| 1Y | +88.8% | -9.5% | +98.3% | +88.7% |
| 3Y | +152.5% | +91.8% | +60.7% | +67.1% |
| 5Y | +283.2% | +30.3% | +252.9% | +197.6% |
| 10Y | +345.8% | +406.9% | -61.1% | +71.7% |
| All | +1,102.3% | +655.9% | +446.4% | +250.2% |
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