-71.2%
GRAB vs PAAS
+84.4%
-155.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.6% |
| 7D | -5.3% | -2.9% | -2.4% | -4.6% |
| 30D | -8.6% | +6.8% | -15.4% | -10.5% |
| 3M | -1.2% | -2.9% | +1.7% | -1.4% |
| 6M | -16.6% | -16.4% | -0.2% | -14.3% |
| YTD | -31.5% | 0.0% | -31.5% | -33.5% |
| 1Y | -32.3% | +54.3% | -86.6% | -41.9% |
| 3Y | -10.7% | +230.7% | -241.4% | -41.1% |
| 5Y | -67.9% | +111.6% | -179.5% | -76.9% |
| All | -71.2% | +84.4% | -155.6% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling