-34.1%
PDD vs CRBG
+4.4%
-38.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.3% |
| 7D | -3.6% | +6.5% | -10.1% | -4.5% |
| 30D | -10.3% | +10.0% | -20.3% | -11.8% |
| 3M | -4.4% | +35.1% | -39.5% | -9.7% |
| 6M | -18.9% | +41.1% | -60.1% | -24.7% |
| YTD | -28.0% | +17.4% | -45.4% | -31.3% |
| All | -34.1% | +4.4% | -38.5% | -37.8% |
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