+4.8%
CRBG vs PSLV
+57.7%
-52.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.1% |
| 7D | +0.8% | +3.3% | -2.5% | +0.7% |
| 30D | -1.9% | +2.1% | -4.1% | -2.1% |
| 3M | +23.6% | +7.1% | +16.5% | +22.9% |
| 6M | +36.5% | -21.6% | +58.1% | +36.4% |
| YTD | +14.3% | -6.7% | +21.0% | +13.7% |
| 1Y | +4.8% | +59.3% | -54.5% | +0.5% |
| All | +4.8% | +57.7% | -52.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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