-3.4%
PEP vs CBRE
+82.7%
-86.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.9% | -1.8% | +4.7% | +3.1% |
| 30D | +12.5% | +3.3% | +9.2% | +11.9% |
| 3M | +4.5% | -12.4% | +16.9% | +6.1% |
| 6M | -0.5% | -5.4% | +4.9% | -0.1% |
| YTD | +4.4% | -17.2% | +21.6% | +5.6% |
| 1Y | +4.4% | -13.1% | +17.4% | +4.8% |
| 3Y | -3.4% | +81.6% | -85.0% | -8.4% |
| All | -3.4% | +82.7% | -86.1% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling