+288.2%
CBRE vs PENG
+689.3%
-401.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.3% |
| 7D | -1.8% | +13.2% | -15.0% | -3.8% |
| 30D | +3.3% | -29.9% | +33.2% | +7.5% |
| 3M | -12.4% | -22.2% | +9.9% | -11.4% |
| 6M | -5.4% | -1.9% | -3.5% | -12.1% |
| YTD | -17.2% | +142.1% | -159.3% | -36.5% |
| 1Y | -13.1% | +151.5% | -164.6% | -34.0% |
| 3Y | +81.6% | +206.9% | -125.4% | +24.2% |
| 5Y | +26.4% | +58.2% | -31.8% | -7.6% |
| All | +288.2% | +689.3% | -401.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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