+371.4%
PEP vs CBRE
+2,234.5%
-1,863.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | -2.0% | +0.6% | -1.2% |
| 30D | +0.2% | -2.2% | +2.4% | +0.4% |
| 3M | -1.1% | +12.9% | -14.0% | -2.6% |
| 6M | -13.5% | +4.3% | -17.8% | -14.1% |
| YTD | -1.2% | -8.0% | +6.9% | -0.7% |
| 1Y | -1.6% | -8.6% | +7.0% | -1.1% |
| 3Y | -12.5% | +71.9% | -84.4% | -19.0% |
| 5Y | +3.0% | +50.0% | -47.0% | -3.9% |
| 10Y | +73.9% | +390.1% | -316.1% | +39.7% |
| All | +371.4% | +2,234.5% | -1,863.1% | +162.5% |
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