+122.7%
CRBG vs PSKY
-18.9%
+141.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +0.6% | -2.4% | +3.0% | +0.8% |
| 30D | +2.6% | +11.6% | -8.9% | +1.7% |
| 3M | +24.0% | +1.5% | +22.5% | +23.6% |
| 6M | +50.5% | +7.7% | +42.8% | +49.0% |
| YTD | +17.1% | -20.1% | +37.2% | +18.7% |
| 1Y | +5.9% | -38.3% | +44.2% | +9.8% |
| 3Y | +122.7% | -17.7% | +140.5% | +119.6% |
| All | +122.7% | -18.9% | +141.7% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 3y: compounded portfolio wealth divided by compounded PSKY 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…
3y analysis · Full analysis span regression · 6 months rolling