+115.6%
CRBG vs PCOR
-4.3%
+120.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +0.6% | -8.2% | +8.8% | +2.8% |
| 30D | +2.6% | -8.1% | +10.8% | +4.6% |
| 3M | +24.0% | +26.2% | -2.2% | +15.6% |
| 6M | +50.5% | -5.0% | +55.6% | +49.2% |
| YTD | +17.1% | -26.8% | +43.9% | +24.4% |
| 1Y | +5.9% | -24.6% | +30.4% | +10.8% |
| 3Y | +122.7% | -19.6% | +142.4% | +123.3% |
| All | +115.6% | -4.3% | +120.0% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling