-72.7%
GRAB vs PBF
+1,040.2%
-1,112.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.3% | -8.2% | -5.0% |
| 7D | -6.1% | +2.4% | -8.4% | -6.1% |
| 30D | -11.2% | +24.9% | -36.1% | -11.7% |
| 3M | -2.4% | +81.9% | -84.3% | -4.2% |
| 6M | -18.3% | +79.4% | -97.7% | -20.0% |
| YTD | -34.9% | +188.3% | -223.2% | -37.6% |
| 1Y | -37.4% | +177.3% | -214.6% | -39.9% |
| 3Y | -12.6% | +56.0% | -68.6% | -18.2% |
| 5Y | -69.7% | +804.0% | -873.8% | -68.9% |
| All | -72.7% | +1,040.2% | -1,112.9% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling