-19.3%
PYPL vs CRBG
+7.7%
-27.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.3% |
| 7D | -2.3% | +0.6% | -2.8% | -2.4% |
| 30D | -9.0% | +2.6% | -11.7% | -9.8% |
| 3M | +30.6% | +24.0% | +6.6% | +22.0% |
| 6M | +18.6% | +50.5% | -31.9% | +3.8% |
| YTD | -7.2% | +17.1% | -24.3% | -11.8% |
| 1Y | -19.3% | +5.9% | -25.1% | -20.4% |
| All | -19.3% | +7.7% | -27.0% | -20.4% |
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