+5.9%
CRBG vs PCOR
-22.8%
+28.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | -8.2% | +8.8% | +1.9% |
| 30D | +2.6% | -8.1% | +10.8% | +3.8% |
| 3M | +24.0% | +26.2% | -2.2% | +18.6% |
| 6M | +50.5% | -5.0% | +55.6% | +49.1% |
| YTD | +17.1% | -26.8% | +43.9% | +19.4% |
| 1Y | +5.9% | -24.6% | +30.4% | +8.2% |
| All | +5.9% | -22.8% | +28.7% | +8.2% |
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