+295.2%
CBRE vs PENG
+597.2%
-302.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -2.5% |
| 7D | +5.2% | -19.4% | +24.6% | +7.7% |
| 30D | +6.2% | -42.4% | +48.6% | +13.9% |
| 3M | -8.1% | -25.6% | +17.6% | -6.4% |
| 6M | -6.6% | +7.3% | -13.9% | -15.3% |
| YTD | -15.7% | +113.9% | -129.6% | -34.0% |
| 1Y | -9.7% | +93.6% | -103.2% | -28.1% |
| 3Y | +80.4% | +170.2% | -89.8% | +26.1% |
| 5Y | +27.0% | +44.2% | -17.2% | -5.8% |
| All | +295.2% | +597.2% | -302.0% | +142.3% |
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