+59.3%
PBF vs CRBG
+122.1%
-62.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.1% | +1.2% |
| 7D | +5.3% | +0.6% | +4.7% | +5.1% |
| 30D | +11.7% | +2.6% | +9.1% | +10.7% |
| 3M | +91.1% | +24.0% | +67.1% | +77.6% |
| 6M | +88.4% | +50.5% | +37.9% | +61.2% |
| YTD | +194.1% | +17.1% | +176.9% | +177.0% |
| 1Y | +180.4% | +5.9% | +174.5% | +174.6% |
| 3Y | +59.3% | +122.7% | -63.4% | +3.2% |
| All | +59.3% | +122.1% | -62.8% | +3.2% |
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