+139.8%
PM vs CRBG
+117.3%
+22.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.5% |
| 7D | +4.7% | +0.6% | +4.1% | +4.6% |
| 30D | +2.6% | +2.6% | 0.0% | +2.3% |
| 3M | +6.6% | +24.0% | -17.4% | +4.1% |
| 6M | +16.5% | +50.5% | -34.0% | +11.3% |
| YTD | +21.2% | +17.1% | +4.0% | +18.7% |
| 1Y | +17.9% | +5.9% | +12.0% | +16.6% |
| 3Y | +129.8% | +122.7% | +7.1% | +93.1% |
| All | +139.8% | +117.3% | +22.5% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling