+385.0%
CBRE vs PEGA
+175.4%
+209.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -2.4% |
| 7D | -1.5% | -2.4% | +0.9% | -0.7% |
| 30D | -4.0% | +9.6% | -13.6% | -7.0% |
| 3M | +8.0% | +2.3% | +5.7% | +6.1% |
| 6M | +4.0% | -23.9% | +27.9% | +11.4% |
| YTD | -11.5% | -39.8% | +28.2% | +1.2% |
| 1Y | -13.0% | -37.4% | +24.4% | -2.5% |
| 3Y | +66.9% | +53.1% | +13.8% | +27.6% |
| 5Y | +45.0% | -47.2% | +92.3% | +57.9% |
| 10Y | +385.0% | +174.3% | +210.7% | +167.9% |
| All | +385.0% | +175.4% | +209.7% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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