+469.7%
PRU vs CBRE
+1,992.7%
-1,523.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +1.3% |
| 30D | +7.9% | +2.2% | +5.7% | +6.6% |
| 3M | +0.9% | -10.1% | +11.0% | +5.3% |
| 6M | +22.4% | -8.0% | +30.4% | +25.6% |
| YTD | +12.7% | -17.6% | +30.3% | +20.1% |
| 1Y | +19.6% | -14.7% | +34.3% | +25.4% |
| 3Y | +54.0% | +80.4% | -26.4% | +11.1% |
| 5Y | +41.0% | +25.9% | +15.1% | +18.5% |
| 10Y | +97.4% | +379.5% | -282.1% | -9.8% |
| All | +469.7% | +1,992.7% | -1,523.0% | +19.7% |
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 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