+129.8%
PM vs CRBG
+122.1%
+7.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.6% |
| 7D | +4.7% | +0.6% | +4.1% | +4.6% |
| 30D | +2.6% | +2.6% | 0.0% | +2.5% |
| 3M | +6.6% | +24.0% | -17.4% | +5.2% |
| 6M | +16.5% | +50.5% | -34.0% | +13.6% |
| YTD | +21.2% | +17.1% | +4.0% | +19.7% |
| 1Y | +17.9% | +5.9% | +12.0% | +17.0% |
| 3Y | +129.8% | +122.7% | +7.1% | +109.1% |
| All | +129.8% | +122.1% | +7.7% | +109.1% |
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 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