+12.3%
PWR vs CRBG
+13.0%
-0.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.5% | -6.8% | -11.4% |
| 7D | -19.9% | -3.0% | -16.9% | -19.3% |
| 30D | -29.3% | -2.6% | -26.6% | -28.8% |
| 3M | -25.5% | +2.7% | -28.1% | -25.5% |
| 6M | -34.0% | +22.2% | -56.2% | -35.6% |
| YTD | +20.7% | +16.5% | +4.2% | +17.0% |
| 1Y | +12.3% | +16.9% | -4.6% | +9.4% |
| All | +12.3% | +13.0% | -0.6% | +9.4% |
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