+234.9%
PAAS vs CRBG
+122.1%
+112.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -3.6% | +2.6% | -6.2% | -4.2% |
| 3M | +8.6% | +24.0% | -15.4% | +3.5% |
| 6M | -16.7% | +50.5% | -67.2% | -24.2% |
| YTD | -1.9% | +17.1% | -19.1% | -5.9% |
| 1Y | +38.0% | +5.9% | +32.1% | +34.8% |
| 3Y | +234.9% | +122.7% | +112.2% | +169.8% |
| All | +234.9% | +122.1% | +112.8% | +169.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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