+210.6%
PWR vs CBRE
+67.4%
+143.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +3.3% |
| 7D | +4.5% | -1.5% | +6.0% | +4.8% |
| 30D | -4.9% | -4.0% | -0.9% | -4.2% |
| 3M | -7.9% | +8.0% | -15.9% | -10.8% |
| 6M | +18.3% | +4.0% | +14.4% | +15.5% |
| YTD | +51.5% | -11.5% | +63.0% | +54.6% |
| 1Y | +70.3% | -13.0% | +83.3% | +74.5% |
| 3Y | +210.6% | +66.9% | +143.7% | +139.9% |
| All | +210.6% | +67.4% | +143.2% | +139.9% |
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 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