-32.3%
GRAB vs PBF
+176.4%
-208.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | -5.3% | +4.3% | -9.6% | -5.1% |
| 30D | -8.6% | +22.0% | -30.5% | -7.8% |
| 3M | -1.2% | +74.5% | -75.7% | +1.0% |
| 6M | -16.6% | +67.7% | -84.3% | -14.8% |
| YTD | -31.5% | +179.2% | -210.6% | -33.3% |
| 1Y | -32.3% | +170.0% | -202.3% | -32.2% |
| All | -32.3% | +176.4% | -208.6% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling