-74.7%
GRAB vs PAAS
+81.9%
-156.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | 0.0% |
| 7D | -12.0% | -3.7% | -8.3% | -11.3% |
| 30D | -19.5% | -1.9% | -17.7% | -19.6% |
| 3M | -8.0% | +15.1% | -23.0% | -12.0% |
| 6M | -22.2% | -17.1% | -5.1% | -20.0% |
| YTD | -39.7% | -1.3% | -38.4% | -41.4% |
| 1Y | -43.2% | +41.1% | -84.3% | -50.2% |
| 3Y | -19.1% | +244.2% | -263.3% | -47.3% |
| 5Y | -72.0% | +120.8% | -192.8% | -80.1% |
| All | -74.7% | +81.9% | -156.6% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling