+1,112.1%
PSX vs CBRE
+708.8%
+403.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +4.5% | -2.0% | +6.5% | +5.3% |
| 30D | +26.6% | -2.2% | +28.8% | +27.3% |
| 3M | +39.3% | +12.9% | +26.4% | +30.1% |
| 6M | +56.8% | +4.3% | +52.5% | +50.4% |
| YTD | +101.8% | -8.0% | +109.9% | +102.8% |
| 1Y | +99.6% | -8.6% | +108.2% | +100.0% |
| 3Y | +140.3% | +71.9% | +68.5% | +69.7% |
| 5Y | +339.3% | +50.0% | +289.3% | +219.6% |
| 10Y | +369.9% | +390.1% | -20.2% | +84.2% |
| All | +1,112.1% | +708.8% | +403.3% | +245.3% |
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