+90.1%
PEP vs CBRE
+387.8%
-297.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.1% | -4.6% | +5.7% | +2.0% |
| 30D | +13.6% | +3.0% | +10.7% | +12.8% |
| 3M | +5.1% | -8.7% | +13.8% | +6.7% |
| 6M | -1.6% | -7.9% | +6.3% | -0.5% |
| YTD | +3.3% | -16.3% | +19.6% | +5.8% |
| 1Y | +3.2% | -13.1% | +16.4% | +4.8% |
| 3Y | -3.9% | +83.1% | -87.0% | -18.0% |
| 5Y | +4.0% | +27.7% | -23.7% | -5.5% |
| 10Y | +90.1% | +386.9% | -296.8% | +34.8% |
| All | +90.1% | +387.8% | -297.6% | +34.8% |
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