-42.2%
PYPL vs CRBG
+117.3%
-159.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.2% |
| 7D | -2.3% | +0.6% | -2.8% | -2.5% |
| 30D | -9.0% | +2.6% | -11.7% | -10.0% |
| 3M | +30.6% | +24.0% | +6.6% | +19.5% |
| 6M | +18.6% | +50.5% | -31.9% | -0.6% |
| YTD | -7.2% | +17.1% | -24.3% | -14.0% |
| 1Y | -19.3% | +5.9% | -25.1% | -22.1% |
| 3Y | -12.3% | +122.7% | -135.0% | -39.8% |
| All | -42.2% | +117.3% | -159.5% | -60.2% |
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