+80.4%
CBRE vs PENG
+184.4%
-104.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.4% | -13.0% | -1.4% |
| 7D | +5.2% | -19.4% | +24.6% | +6.2% |
| 30D | +6.2% | -42.4% | +48.6% | +9.6% |
| 3M | -8.1% | -25.6% | +17.6% | -7.5% |
| 6M | -6.6% | +7.3% | -13.9% | -13.6% |
| YTD | -15.7% | +113.9% | -129.6% | -30.5% |
| 1Y | -9.7% | +93.6% | -103.2% | -24.6% |
| 3Y | +80.4% | +170.2% | -89.8% | +16.6% |
| All | +80.4% | +184.4% | -104.0% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling