+292.5%
CBRE vs PENG
+720.8%
-428.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | -1.8% |
| 7D | -4.6% | +1.9% | -6.5% | -5.5% |
| 30D | +3.0% | -37.8% | +40.7% | +9.1% |
| 3M | -8.7% | -14.1% | +5.4% | -9.2% |
| 6M | -7.9% | +13.1% | -21.0% | -16.7% |
| YTD | -16.3% | +151.8% | -168.1% | -36.2% |
| 1Y | -13.1% | +136.0% | -149.1% | -33.1% |
| 3Y | +83.1% | +217.9% | -134.8% | +24.6% |
| 5Y | +27.7% | +64.1% | -36.4% | -7.1% |
| All | +292.5% | +720.8% | -428.4% | +134.3% |
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