+6.1%
CRBG vs PTC
-33.3%
+39.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | +0.3% |
| 7D | +5.7% | -10.3% | +16.0% | +7.7% |
| 30D | +2.6% | +1.1% | +1.5% | +2.2% |
| 3M | +31.6% | +1.6% | +30.0% | +30.9% |
| 6M | +32.8% | -13.5% | +46.3% | +40.2% |
| YTD | +16.5% | -19.1% | +35.5% | +25.4% |
| 1Y | +6.1% | -33.9% | +40.0% | +23.9% |
| All | +6.1% | -33.3% | +39.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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