+27.8%
CBRE vs PEGA
-45.3%
+73.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.3% |
| 7D | +5.2% | -4.5% | +9.7% | +6.5% |
| 30D | +6.2% | -5.7% | +11.9% | +7.7% |
| 3M | -8.1% | +2.7% | -10.8% | -9.1% |
| 6M | -6.6% | -10.5% | +3.9% | -5.2% |
| YTD | -15.7% | -45.4% | +29.7% | -3.6% |
| 1Y | -9.7% | -44.7% | +35.1% | +2.7% |
| 3Y | +80.4% | +45.7% | +34.7% | +48.7% |
| All | +27.8% | -45.3% | +73.1% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling