+45.6%
PRU vs CBRE
+45.8%
-0.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -0.5% |
| 7D | +1.9% | -1.5% | +3.4% | +2.6% |
| 30D | -0.4% | -4.0% | +3.6% | +1.1% |
| 3M | +16.4% | +8.0% | +8.4% | +11.6% |
| 6M | +26.0% | +4.0% | +22.1% | +22.5% |
| YTD | +9.9% | -11.5% | +21.4% | +13.7% |
| 1Y | +18.8% | -13.0% | +31.8% | +23.6% |
| 3Y | +45.3% | +66.9% | -21.5% | +4.6% |
| 5Y | +45.6% | +45.0% | +0.5% | +8.6% |
| All | +45.6% | +45.8% | -0.2% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling