+115.6%
CRBG vs PFGC
+93.5%
+22.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -4.8% | +5.3% | +2.9% |
| 30D | +2.6% | -12.5% | +15.2% | +9.3% |
| 3M | +24.0% | -9.7% | +33.7% | +29.4% |
| 6M | +50.5% | +7.0% | +43.5% | +43.3% |
| YTD | +17.1% | +4.5% | +12.7% | +11.4% |
| 1Y | +5.9% | -11.6% | +17.5% | +10.7% |
| 3Y | +122.7% | +58.5% | +64.2% | +65.8% |
| All | +115.6% | +93.5% | +22.1% | +37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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