-74.3%
GRAB vs PEG
+50.4%
-124.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | -10.8% | -0.9% | -9.9% | -10.6% |
| 30D | -15.5% | -3.7% | -11.8% | -14.7% |
| 3M | -9.0% | -7.3% | -1.7% | -7.3% |
| 6M | -21.6% | -10.5% | -11.1% | -19.5% |
| YTD | -38.9% | -7.5% | -31.4% | -38.0% |
| 1Y | -44.8% | -8.7% | -36.1% | -43.8% |
| 3Y | -18.4% | +31.4% | -49.8% | -22.4% |
| 5Y | -71.6% | +37.8% | -109.4% | -73.5% |
| All | -74.3% | +50.4% | -124.8% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling