-70.8%
GRAB vs PCOR
-9.2%
-61.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.5% |
| 7D | +7.4% | +20.7% | -13.4% | -0.3% |
| 30D | +5.0% | +35.7% | -30.7% | -6.7% |
| 3M | -8.7% | +31.1% | -39.8% | -18.3% |
| 6M | -9.9% | +43.1% | -53.1% | -22.9% |
| YTD | -32.9% | +4.8% | -37.7% | -36.6% |
| 1Y | -43.2% | -3.7% | -39.6% | -44.5% |
| 3Y | +2.4% | +46.5% | -44.1% | -22.1% |
| 5Y | -77.9% | -17.3% | -60.6% | -82.8% |
| All | -70.8% | -9.2% | -61.6% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling