+293.1%
CBRE vs PENG
+644.0%
-350.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | -0.5% | -16.1% | +15.5% | +1.5% |
| 30D | +3.1% | -41.5% | +44.5% | +10.3% |
| 3M | -6.4% | -19.1% | +12.7% | -5.9% |
| 6M | -7.9% | +0.9% | -8.8% | -15.1% |
| YTD | -16.2% | +128.2% | -144.4% | -35.0% |
| 1Y | -11.2% | +98.6% | -109.8% | -29.6% |
| 3Y | +83.4% | +188.2% | -104.8% | +26.9% |
| 5Y | +28.4% | +55.5% | -27.1% | -5.9% |
| All | +293.1% | +644.0% | -350.9% | +138.5% |
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