+73.9%
PNC vs CRBG
+117.3%
-43.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -0.6% | +0.6% | -1.1% | -0.8% |
| 30D | -4.4% | +2.6% | -7.0% | -5.6% |
| 3M | +5.2% | +24.0% | -18.8% | -5.3% |
| 6M | +20.6% | +50.5% | -29.9% | -1.8% |
| YTD | +19.8% | +17.1% | +2.6% | +9.5% |
| 1Y | +24.4% | +5.9% | +18.5% | +19.1% |
| 3Y | +131.2% | +122.7% | +8.5% | +40.9% |
| All | +73.9% | +117.3% | -43.4% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling