+50.4%
PPL vs CRBG
+122.1%
-71.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.5% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -3.1% | +2.6% | -5.7% | -3.3% |
| 3M | -3.1% | +24.0% | -27.1% | -4.5% |
| 6M | -8.0% | +50.5% | -58.5% | -10.6% |
| YTD | -0.3% | +17.1% | -17.5% | -1.6% |
| 1Y | -2.2% | +5.9% | -8.1% | -2.7% |
| 3Y | +50.4% | +122.7% | -72.3% | +35.7% |
| All | +50.4% | +122.1% | -71.7% | +35.7% |
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