+87.0%
PR vs CRBG
+20.9%
+66.1%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.4% | -7.9% | -6.4% |
| 7D | -12.1% | +2.6% | -14.7% | -11.9% |
| 30D | +0.9% | +4.0% | -3.1% | +1.3% |
| 3M | +10.1% | +15.5% | -5.4% | +11.4% |
| 6M | +1.1% | +36.0% | -34.9% | +2.5% |
| YTD | +63.7% | +23.3% | +40.3% | +70.3% |
| 1Y | +87.0% | +19.9% | +67.1% | +94.5% |
| All | +87.0% | +20.9% | +66.1% | +94.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling