-12.6%
GRAB vs PCOR
-17.1%
+4.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.2% | -1.8% | -4.2% |
| 7D | -6.1% | -6.9% | +0.9% | -4.5% |
| 30D | -11.2% | -1.5% | -9.7% | -11.1% |
| 3M | -2.4% | +18.5% | -20.9% | -6.7% |
| 6M | -18.3% | -4.7% | -13.7% | -18.8% |
| YTD | -34.9% | -22.8% | -12.1% | -31.8% |
| 1Y | -37.4% | -20.7% | -16.7% | -35.1% |
| 3Y | -12.6% | -14.6% | +1.9% | -10.8% |
| All | -12.6% | -17.1% | +4.5% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling