-74.3%
GRAB vs PBR
+634.9%
-709.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | -10.8% | +5.4% | -16.2% | -11.3% |
| 30D | -15.5% | +22.9% | -38.4% | -17.4% |
| 3M | -9.0% | +19.6% | -28.6% | -11.0% |
| 6M | -21.6% | +16.5% | -38.1% | -23.4% |
| YTD | -38.9% | +86.7% | -125.5% | -44.0% |
| 1Y | -44.8% | +74.7% | -119.6% | -49.1% |
| 3Y | -18.4% | +102.6% | -121.0% | -26.7% |
| 5Y | -71.6% | +566.6% | -638.2% | -78.4% |
| All | -74.3% | +634.9% | -709.3% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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