-0.4%
PL vs CRBG
+20.9%
-21.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.4% | -7.8% | -6.8% |
| 7D | -11.7% | +2.6% | -14.3% | -12.5% |
| 30D | -27.1% | +4.0% | -31.1% | -28.1% |
| 3M | -44.6% | +15.5% | -60.1% | -47.4% |
| 6M | -67.2% | +36.0% | -103.2% | -70.9% |
| YTD | -35.9% | +23.3% | -59.2% | -41.1% |
| 1Y | -0.4% | +19.9% | -20.3% | -5.1% |
| All | -0.4% | +20.9% | -21.3% | -5.1% |
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