-73.5%
GRAB vs PCOR
-35.6%
-37.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.6% | -2.8% | -5.1% |
| 7D | -13.9% | -9.0% | -4.9% | -10.8% |
| 30D | -17.2% | -7.0% | -10.2% | -15.2% |
| 3M | -7.9% | +18.3% | -26.2% | -14.4% |
| 6M | -23.2% | -7.8% | -15.4% | -23.1% |
| YTD | -39.1% | -25.6% | -13.5% | -34.2% |
| 1Y | -42.5% | -22.7% | -19.8% | -39.3% |
| 3Y | -18.3% | -17.7% | -0.6% | -22.0% |
| 5Y | -71.7% | -42.0% | -29.7% | -74.9% |
| All | -73.5% | -35.6% | -37.9% | -76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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