+376.1%
PWR vs CRBG
+117.3%
+258.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.7% |
| 7D | +4.2% | +0.6% | +3.6% | +4.0% |
| 30D | -4.0% | +2.6% | -6.7% | -4.9% |
| 3M | -4.8% | +24.0% | -28.8% | -11.4% |
| 6M | +14.6% | +50.5% | -35.9% | -0.3% |
| YTD | +54.2% | +17.1% | +37.1% | +44.5% |
| 1Y | +67.1% | +5.9% | +61.2% | +61.9% |
| 3Y | +218.5% | +122.7% | +95.7% | +136.0% |
| All | +376.1% | +117.3% | +258.8% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling