-74.3%
GRAB vs PBF
+1,062.9%
-1,137.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.3% |
| 7D | -10.8% | +5.3% | -16.1% | -10.9% |
| 30D | -15.5% | +11.7% | -27.2% | -15.8% |
| 3M | -9.0% | +91.1% | -100.0% | -10.7% |
| 6M | -21.6% | +88.4% | -110.0% | -23.3% |
| YTD | -38.9% | +194.1% | -232.9% | -41.5% |
| 1Y | -44.8% | +180.4% | -225.3% | -47.1% |
| 3Y | -18.4% | +59.3% | -77.8% | -23.7% |
| 5Y | -71.6% | +816.3% | -887.9% | -70.8% |
| All | -74.3% | +1,062.9% | -1,137.3% | -70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling