+111.0%
PBF vs CRBG
+20.9%
+90.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.4% | -8.1% | -6.6% |
| 7D | -0.9% | +2.6% | -3.5% | -0.8% |
| 30D | -13.7% | +4.0% | -17.7% | -13.6% |
| 3M | +10.6% | +15.5% | -4.9% | +11.3% |
| 6M | +61.2% | +36.0% | +25.2% | +62.7% |
| YTD | +172.7% | +23.3% | +149.4% | +182.6% |
| 1Y | +111.0% | +19.9% | +91.1% | +119.5% |
| All | +111.0% | +20.9% | +90.1% | +119.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling