+2,317.2%
CBRE vs PEGA
+1,832.1%
+485.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.0% | +3.3% | -5.3% | -3.2% |
| 30D | -2.2% | +17.7% | -19.9% | -8.4% |
| 3M | +12.9% | +5.8% | +7.1% | +9.0% |
| 6M | +4.3% | -20.3% | +24.6% | +11.0% |
| YTD | -8.0% | -37.1% | +29.1% | +5.7% |
| 1Y | -8.6% | -30.2% | +21.6% | -0.2% |
| 3Y | +71.9% | +48.1% | +23.8% | +27.7% |
| 5Y | +50.0% | -46.8% | +96.8% | +55.6% |
| 10Y | +390.1% | +191.3% | +198.7% | +127.7% |
| All | +2,317.2% | +1,832.1% | +485.0% | +232.2% |
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