+98.4%
PRU vs CBRE
+387.8%
-289.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.1% |
| 7D | -2.8% | -4.6% | +1.8% | -0.1% |
| 30D | +8.5% | +3.0% | +5.5% | +6.3% |
| 3M | +1.7% | -8.7% | +10.5% | +6.4% |
| 6M | +24.8% | -7.9% | +32.7% | +28.7% |
| YTD | +13.3% | -16.3% | +29.6% | +21.3% |
| 1Y | +21.4% | -13.1% | +34.5% | +26.9% |
| 3Y | +54.8% | +83.1% | -28.3% | -4.3% |
| 5Y | +42.4% | +27.7% | +14.6% | +8.6% |
| 10Y | +98.4% | +386.9% | -288.5% | -30.7% |
| All | +98.4% | +387.8% | -289.3% | -30.7% |
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