+331.2%
CBRE vs PENG
+762.7%
-431.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.7% |
| 7D | -2.0% | +4.5% | -6.5% | -2.7% |
| 30D | -2.2% | -7.1% | +4.9% | -1.4% |
| 3M | +12.9% | -27.3% | +40.2% | +14.8% |
| 6M | +4.3% | +169.6% | -165.3% | -18.9% |
| YTD | -8.0% | +164.6% | -172.7% | -28.6% |
| 1Y | -8.6% | +109.5% | -118.0% | -26.4% |
| 3Y | +71.9% | +98.9% | -27.0% | +28.2% |
| 5Y | +50.0% | +116.3% | -66.2% | +5.6% |
| All | +331.2% | +762.7% | -431.5% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling