-12.4%
PYPL vs CRBG
+13.0%
-25.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.5% | -0.1% |
| 7D | +3.5% | -3.0% | +6.5% | +4.6% |
| 30D | +8.0% | -2.6% | +10.6% | +8.9% |
| 3M | +2.0% | +2.7% | -0.6% | +1.0% |
| 6M | +27.6% | +22.2% | +5.3% | +19.7% |
| YTD | +1.9% | +16.5% | -14.6% | -2.7% |
| 1Y | -12.4% | +16.9% | -29.3% | -16.7% |
| All | -12.4% | +13.0% | -25.4% | -16.7% |
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