-71.7%
GRAB vs PAAS
+122.5%
-194.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.7% | -10.2% | -7.4% |
| 7D | -13.9% | +2.6% | -16.5% | -14.5% |
| 30D | -17.2% | +2.5% | -19.6% | -18.1% |
| 3M | -7.9% | +15.1% | -23.0% | -12.0% |
| 6M | -23.2% | -12.1% | -11.2% | -22.1% |
| YTD | -39.1% | +3.1% | -42.1% | -41.5% |
| 1Y | -42.5% | +50.8% | -93.4% | -50.9% |
| 3Y | -18.3% | +259.5% | -277.8% | -49.5% |
| 5Y | -71.7% | +126.3% | -198.0% | -79.2% |
| All | -71.7% | +122.5% | -194.2% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling