-41.9%
GRAB vs PBF
+120.1%
-162.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.7% | +14.4% | +7.0% |
| 7D | +22.2% | -0.9% | +23.1% | +22.1% |
| 30D | +6.0% | -13.7% | +19.7% | +4.8% |
| 3M | -9.7% | +10.6% | -20.3% | -8.6% |
| 6M | -7.2% | +61.2% | -68.4% | -2.6% |
| YTD | -32.7% | +172.7% | -205.4% | -30.5% |
| 1Y | -41.9% | +111.0% | -152.9% | -34.8% |
| All | -41.9% | +120.1% | -162.0% | -34.8% |
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