+122.7%
CRBG vs PTC
-9.2%
+132.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.9% |
| 7D | +0.6% | -7.3% | +7.8% | +3.0% |
| 30D | +2.6% | -11.6% | +14.3% | +6.5% |
| 3M | +24.0% | +10.5% | +13.5% | +18.5% |
| 6M | +50.5% | -17.8% | +68.3% | +60.4% |
| YTD | +17.1% | -24.9% | +42.1% | +29.5% |
| 1Y | +5.9% | -36.8% | +42.7% | +25.9% |
| 3Y | +122.7% | -8.7% | +131.5% | +111.5% |
| All | +122.7% | -9.2% | +132.0% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling