+388.8%
PEP vs CBRE
+2,052.9%
-1,664.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +6.7% | +6.0% | +0.6% | +5.9% |
| 30D | +13.5% | +4.4% | +9.2% | +12.9% |
| 3M | +3.9% | -9.8% | +13.7% | +5.0% |
| 6M | -6.0% | -4.4% | -1.6% | -5.7% |
| YTD | +2.5% | -15.2% | +17.7% | +3.8% |
| 1Y | +3.9% | -9.1% | +13.1% | +4.4% |
| 3Y | -4.7% | +79.4% | -84.0% | -12.2% |
| 5Y | +1.1% | +27.8% | -26.7% | -4.0% |
| 10Y | +83.8% | +416.1% | -332.2% | +47.0% |
| All | +388.8% | +2,052.9% | -1,664.1% | +174.5% |
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 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