+406.9%
CBRE vs PEGA
+99.2%
+307.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +3.2% |
| 7D | +1.0% | -10.0% | +11.0% | +4.4% |
| 30D | +5.6% | -12.7% | +18.3% | +10.1% |
| 3M | -6.8% | -4.6% | -2.2% | -6.0% |
| 6M | -5.6% | -13.1% | +7.5% | -3.0% |
| YTD | -14.1% | -47.6% | +33.5% | +2.4% |
| 1Y | -9.5% | -47.0% | +37.5% | +7.2% |
| 3Y | +91.8% | +42.0% | +49.8% | +49.2% |
| 5Y | +30.3% | -47.8% | +78.2% | +40.3% |
| 10Y | +406.9% | +92.0% | +314.9% | +270.0% |
| All | +406.9% | +99.2% | +307.7% | +270.0% |
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