+122.7%
CRBG vs PENG
+107.4%
+15.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +0.8% |
| 7D | +0.6% | -1.2% | +1.7% | +0.7% |
| 30D | +2.6% | -12.9% | +15.5% | +4.2% |
| 3M | +24.0% | -20.5% | +44.5% | +24.7% |
| 6M | +50.5% | +176.8% | -126.3% | +20.6% |
| YTD | +17.1% | +161.6% | -144.4% | -5.5% |
| 1Y | +5.9% | +95.6% | -89.8% | -11.4% |
| 3Y | +122.7% | +111.9% | +10.8% | +75.2% |
| All | +122.7% | +107.4% | +15.4% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling