+151.5%
PCAR vs CRBG
+117.3%
+34.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -6.4% | +2.6% | -9.0% | -7.2% |
| 3M | +4.7% | +24.0% | -19.3% | -2.5% |
| 6M | +4.5% | +50.5% | -46.0% | -8.9% |
| YTD | +13.0% | +17.1% | -4.1% | +6.2% |
| 1Y | +23.6% | +5.9% | +17.7% | +19.7% |
| 3Y | +60.7% | +122.7% | -62.0% | +20.9% |
| All | +151.5% | +117.3% | +34.2% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling