+35.7%
PEG vs CBRE
+45.8%
-10.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.6% |
| 7D | +1.0% | -1.5% | +2.6% | +1.3% |
| 30D | -1.9% | -4.0% | +2.1% | -1.1% |
| 3M | -3.7% | +8.0% | -11.7% | -5.8% |
| 6M | -9.4% | +4.0% | -13.4% | -10.8% |
| YTD | -6.0% | -11.5% | +5.5% | -4.5% |
| 1Y | -4.4% | -13.0% | +8.6% | -2.5% |
| 3Y | +33.5% | +66.9% | -33.4% | +10.9% |
| 5Y | +35.7% | +45.0% | -9.3% | +12.3% |
| All | +35.7% | +45.8% | -10.0% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling