+740.0%
PEG vs CBRE
+1,992.7%
-1,252.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | +2.3% | -2.8% | +5.1% | +2.8% |
| 30D | +6.1% | +2.2% | +3.9% | +5.6% |
| 3M | -0.5% | -10.1% | +9.6% | +0.9% |
| 6M | -3.2% | -8.0% | +4.8% | -2.3% |
| YTD | -4.4% | -17.6% | +13.1% | -2.4% |
| 1Y | -7.4% | -14.7% | +7.3% | -6.0% |
| 3Y | +33.9% | +80.4% | -46.4% | +19.8% |
| 5Y | +42.3% | +25.9% | +16.4% | +33.3% |
| 10Y | +166.4% | +379.5% | -213.2% | +101.7% |
| All | +740.0% | +1,992.7% | -1,252.7% | +380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling