-23.2%
GRAB vs PEG
-10.6%
-12.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.3% | -5.1% | -6.4% |
| 7D | -13.9% | -0.1% | -13.8% | -13.8% |
| 30D | -17.2% | -1.7% | -15.4% | -17.1% |
| 3M | -7.9% | -6.8% | -1.1% | -7.6% |
| 6M | -23.2% | -11.4% | -11.9% | -21.3% |
| All | -23.2% | -10.6% | -12.7% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling