-18.7%
GRAB vs PAAS
+255.3%
-274.1%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.7% | -10.2% | -7.1% |
| 7D | -13.9% | +2.6% | -16.5% | -14.3% |
| 30D | -17.2% | +2.5% | -19.6% | -17.8% |
| 3M | -7.9% | +15.1% | -23.0% | -11.0% |
| 6M | -23.2% | -12.1% | -11.2% | -22.4% |
| YTD | -39.1% | +3.1% | -42.1% | -40.8% |
| 1Y | -42.5% | +50.8% | -93.4% | -48.5% |
| All | -18.7% | +255.3% | -274.1% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling