+180.5%
PL vs CRBG
+3.6%
+176.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -0.9% |
| 7D | -9.3% | +5.7% | -15.0% | -11.4% |
| 30D | -18.9% | +2.6% | -21.5% | -20.0% |
| 3M | -58.4% | +31.6% | -90.0% | -63.6% |
| 6M | -30.3% | +32.8% | -63.1% | -39.2% |
| YTD | -8.1% | +16.5% | -24.6% | -14.5% |
| 1Y | +180.5% | +6.1% | +174.4% | +197.2% |
| All | +180.5% | +3.6% | +176.9% | +197.2% |
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