-5.1%
PCG vs CRBG
+3.6%
-8.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -13.9% | +5.7% | -19.6% | -14.2% |
| 30D | -16.9% | +2.6% | -19.5% | -17.0% |
| 3M | -14.7% | +31.6% | -46.3% | -17.3% |
| 6M | -23.8% | +32.8% | -56.7% | -26.4% |
| YTD | -10.5% | +16.5% | -27.0% | -11.9% |
| 1Y | -5.1% | +6.1% | -11.2% | -4.0% |
| All | -5.1% | +3.6% | -8.7% | -4.0% |
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 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