+90.5%
PR vs CRBG
+122.1%
-31.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | -0.1% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | +10.9% | +2.6% | +8.2% | +9.6% |
| 3M | +24.5% | +24.0% | +0.5% | +14.3% |
| 6M | +25.0% | +50.5% | -25.5% | +4.6% |
| YTD | +72.4% | +17.1% | +55.2% | +60.3% |
| 1Y | +77.2% | +5.9% | +71.4% | +72.4% |
| 3Y | +90.5% | +122.7% | -32.2% | +29.0% |
| All | +90.5% | +122.1% | -31.6% | +29.0% |
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 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