-19.5%
GRAB vs PBF
+56.6%
-76.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -12.0% | +2.3% | -14.3% | -12.2% |
| 30D | -19.5% | +11.6% | -31.1% | -20.4% |
| 3M | -8.0% | +81.7% | -89.7% | -13.7% |
| 6M | -22.2% | +96.4% | -118.7% | -28.6% |
| YTD | -39.7% | +189.5% | -229.2% | -48.8% |
| 1Y | -43.2% | +180.7% | -224.0% | -51.8% |
| All | -19.5% | +56.6% | -76.1% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling