+297.6%
CBRE vs PENG
+520.3%
-222.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -23.0% | +19.6% | +0.2% |
| 7D | +6.0% | -36.7% | +42.7% | +12.8% |
| 30D | +4.4% | -42.0% | +46.4% | +11.6% |
| 3M | -9.8% | -33.2% | +23.4% | -6.4% |
| 6M | -4.4% | +2.1% | -6.5% | -12.7% |
| YTD | -15.2% | +90.3% | -105.5% | -32.3% |
| 1Y | -9.1% | +67.7% | -76.8% | -25.9% |
| 3Y | +79.4% | +154.2% | -74.9% | +26.3% |
| 5Y | +27.8% | +28.3% | -0.5% | -3.3% |
| All | +297.6% | +520.3% | -222.7% | +148.6% |
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 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