+2,425.3%
PWR vs CBRE
+381.8%
+2,043.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.1% |
| 7D | +2.7% | -1.7% | +4.3% | +3.3% |
| 30D | -5.1% | -3.0% | -2.2% | -4.4% |
| 3M | -9.4% | +2.6% | -12.0% | -11.8% |
| 6M | +10.4% | +2.0% | +8.4% | +7.1% |
| YTD | +48.6% | -13.1% | +61.8% | +53.3% |
| 1Y | +68.0% | -13.8% | +81.8% | +73.2% |
| 3Y | +204.7% | +63.9% | +140.9% | +121.0% |
| 5Y | +451.9% | +42.3% | +409.6% | +319.7% |
| 10Y | +2,425.3% | +401.2% | +2,024.2% | +941.3% |
| All | +2,425.3% | +381.8% | +2,043.5% | +941.3% |
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 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