-74.3%
GRAB vs PEGA
-43.7%
-30.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.8% |
| 7D | -10.8% | -3.0% | -7.8% | -9.9% |
| 30D | -15.5% | +15.9% | -31.4% | -19.6% |
| 3M | -9.0% | +10.8% | -19.8% | -12.8% |
| 6M | -21.6% | -16.5% | -5.1% | -18.2% |
| YTD | -38.9% | -39.0% | +0.1% | -29.8% |
| 1Y | -44.8% | -37.3% | -7.6% | -37.7% |
| 3Y | -18.4% | +59.2% | -77.6% | -41.7% |
| 5Y | -71.6% | -44.9% | -26.8% | -64.9% |
| All | -74.3% | -43.7% | -30.6% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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