-18.7%
GRAB vs PEGA
+49.1%
-67.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.2% | -4.3% | -6.0% |
| 7D | -13.9% | -6.1% | -7.7% | -12.7% |
| 30D | -17.2% | +6.4% | -23.6% | -18.3% |
| 3M | -7.9% | +2.9% | -10.8% | -8.9% |
| 6M | -23.2% | -23.8% | +0.6% | -19.8% |
| YTD | -39.1% | -41.1% | +2.0% | -33.4% |
| 1Y | -42.5% | -38.2% | -4.3% | -37.9% |
| All | -18.7% | +49.1% | -67.8% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling