+115.6%
CRBG vs PENG
+189.9%
-74.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +0.7% |
| 7D | +0.6% | -1.2% | +1.7% | +0.7% |
| 30D | +2.6% | -12.9% | +15.5% | +4.4% |
| 3M | +24.0% | -20.5% | +44.5% | +24.8% |
| 6M | +50.5% | +176.8% | -126.3% | +18.5% |
| YTD | +17.1% | +161.6% | -144.4% | -7.1% |
| 1Y | +5.9% | +95.6% | -89.8% | -12.5% |
| 3Y | +122.7% | +111.9% | +10.8% | +69.5% |
| All | +115.6% | +189.9% | -74.2% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling