+479.2%
PL vs CRBG
+122.1%
+357.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.9% | -2.4% |
| 7D | -9.2% | +0.6% | -9.8% | -9.6% |
| 30D | -32.9% | +2.6% | -35.5% | -34.3% |
| 3M | -51.9% | +24.0% | -75.9% | -59.5% |
| 6M | -35.3% | +50.5% | -85.8% | -53.9% |
| YTD | -16.6% | +17.1% | -33.7% | -28.7% |
| 1Y | +70.1% | +5.9% | +64.2% | +59.3% |
| 3Y | +479.2% | +122.7% | +356.5% | +242.0% |
| All | +479.2% | +122.1% | +357.1% | +242.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling