+454.9%
PRU vs CBRE
+2,039.6%
-1,584.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +2.4% | +5.2% | -2.8% | 0.0% |
| 30D | +6.1% | +6.2% | -0.1% | +3.0% |
| 3M | -0.7% | -8.1% | +7.4% | +2.6% |
| 6M | +22.1% | -6.6% | +28.7% | +24.5% |
| YTD | +9.8% | -15.7% | +25.5% | +15.8% |
| 1Y | +19.4% | -9.7% | +29.0% | +21.8% |
| 3Y | +50.4% | +80.4% | -30.0% | +8.5% |
| 5Y | +37.2% | +27.0% | +10.1% | +14.8% |
| 10Y | +119.5% | +412.9% | -293.4% | -2.6% |
| All | +454.9% | +2,039.6% | -1,584.7% | +15.5% |
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