+213.2%
PBR vs CRBG
+117.3%
+95.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.0% |
| 7D | +5.4% | +0.6% | +4.8% | +5.3% |
| 30D | +22.9% | +2.6% | +20.2% | +22.3% |
| 3M | +19.6% | +24.0% | -4.4% | +15.5% |
| 6M | +16.5% | +50.5% | -34.0% | +8.5% |
| YTD | +86.7% | +17.1% | +69.5% | +81.5% |
| 1Y | +74.7% | +5.9% | +68.8% | +73.2% |
| 3Y | +102.6% | +122.7% | -20.2% | +65.4% |
| All | +213.2% | +117.3% | +95.9% | +145.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling