-70.2%
GRAB vs PCOR
-30.9%
-39.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +1.6% |
| 7D | -5.3% | -9.0% | +3.7% | -2.0% |
| 30D | -8.6% | +4.2% | -12.7% | -10.3% |
| 3M | -1.2% | +14.4% | -15.6% | -7.1% |
| 6M | -16.6% | +0.2% | -16.8% | -19.1% |
| YTD | -31.5% | -20.3% | -11.2% | -27.9% |
| 1Y | -32.3% | -16.1% | -16.1% | -30.8% |
| 3Y | -10.7% | -14.7% | +4.0% | -15.5% |
| 5Y | -67.9% | -43.2% | -24.7% | -72.0% |
| All | -70.2% | -30.9% | -39.2% | -74.4% |
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