+115.6%
CRBG vs PNR
+38.4%
+77.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.6% |
| 7D | +0.6% | -6.0% | +6.6% | +3.6% |
| 30D | +2.6% | -14.0% | +16.6% | +10.1% |
| 3M | +24.0% | -21.7% | +45.7% | +36.8% |
| 6M | +50.5% | -37.3% | +87.8% | +85.7% |
| YTD | +17.1% | -45.1% | +62.3% | +55.2% |
| 1Y | +5.9% | -49.1% | +55.0% | +46.2% |
| 3Y | +122.7% | -14.8% | +137.6% | +132.7% |
| All | +115.6% | +38.4% | +77.2% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling