+143.7%
PEG vs CBRE
+398.3%
-254.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -0.9% | -7.2% | +6.3% | +1.1% |
| 30D | -2.8% | -6.4% | +3.7% | -1.2% |
| 3M | -6.9% | +2.9% | -9.9% | -8.1% |
| 6M | -11.4% | +2.5% | -13.9% | -12.7% |
| YTD | -7.4% | -14.2% | +6.8% | -4.9% |
| 1Y | -8.3% | -15.1% | +6.9% | -5.6% |
| 3Y | +31.5% | +61.9% | -30.3% | +9.1% |
| 5Y | +38.0% | +42.4% | -4.4% | +16.3% |
| All | +143.7% | +398.3% | -254.6% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 CBRE 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