+3.9%
CRBG vs PNR
-46.4%
+50.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.6% | -1.4% |
| 7D | +4.9% | -3.0% | +7.9% | +5.8% |
| 30D | +0.2% | -14.9% | +15.1% | +4.5% |
| 3M | +25.5% | -19.0% | +44.5% | +30.6% |
| 6M | +35.7% | -35.9% | +71.6% | +54.4% |
| YTD | +14.0% | -43.1% | +57.2% | +37.0% |
| 1Y | +3.9% | -46.4% | +50.3% | +28.7% |
| All | +3.9% | -46.4% | +50.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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