-32.3%
GRAB vs PEG
-7.0%
-25.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -5.3% | +0.7% | -6.0% | -5.3% |
| 30D | -8.6% | -2.4% | -6.1% | -8.3% |
| 3M | -1.2% | -4.8% | +3.6% | -0.8% |
| 6M | -16.6% | -10.7% | -5.9% | -15.2% |
| YTD | -31.5% | -6.7% | -24.8% | -31.8% |
| 1Y | -32.3% | -6.8% | -25.4% | -31.6% |
| All | -32.3% | -7.0% | -25.3% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling