+19.9%
CRBG vs PCOR
+4.0%
+15.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +19.7% | -18.3% | -1.2% |
| 7D | +2.6% | +21.8% | -19.2% | -0.3% |
| 30D | +4.0% | +39.5% | -35.5% | -0.9% |
| 3M | +15.5% | +35.2% | -19.7% | +10.2% |
| 6M | +36.0% | +21.7% | +14.3% | +32.0% |
| YTD | +23.3% | +3.9% | +19.4% | +17.6% |
| 1Y | +19.9% | +6.9% | +13.0% | +13.5% |
| All | +19.9% | +4.0% | +15.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling