+115.6%
CRBG vs PRU
+58.3%
+57.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +2.7% |
| 30D | +2.6% | -1.7% | +4.4% | +4.3% |
| 3M | +24.0% | +13.2% | +10.8% | +10.0% |
| 6M | +50.5% | +28.8% | +21.7% | +18.2% |
| YTD | +17.1% | +9.8% | +7.4% | +6.7% |
| 1Y | +5.9% | +17.4% | -11.5% | -9.4% |
| 3Y | +122.7% | +44.9% | +77.8% | +55.5% |
| All | +115.6% | +58.3% | +57.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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