+27.1%
PSA vs CRBG
+13.0%
+14.2%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.9% | +0.2% |
| 7D | +7.4% | -3.0% | +10.4% | +7.9% |
| 30D | +19.1% | -2.6% | +21.8% | +19.6% |
| 3M | +5.1% | +2.7% | +2.4% | +4.6% |
| 6M | +16.2% | +22.2% | -6.0% | +12.2% |
| YTD | +35.2% | +16.5% | +18.6% | +30.9% |
| 1Y | +27.1% | +16.9% | +10.2% | +23.1% |
| All | +27.1% | +13.0% | +14.2% | +23.1% |
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