+2,115.4%
CBRE vs PEGA
+1,577.1%
+538.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.7% |
| 7D | +5.2% | -4.5% | +9.7% | +7.1% |
| 30D | +6.2% | -5.7% | +11.9% | +8.4% |
| 3M | -8.1% | +2.7% | -10.8% | -9.7% |
| 6M | -6.6% | -10.5% | +3.9% | -4.8% |
| YTD | -15.7% | -45.4% | +29.7% | +1.8% |
| 1Y | -9.7% | -44.7% | +35.1% | +8.3% |
| 3Y | +80.4% | +45.7% | +34.7% | +34.2% |
| 5Y | +27.0% | -45.3% | +72.3% | +28.9% |
| 10Y | +412.9% | +102.6% | +310.4% | +177.3% |
| All | +2,115.4% | +1,577.1% | +538.3% | +220.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling