-72.0%
GRAB vs PEGA
-47.2%
-24.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | -12.0% | -5.3% | -6.7% | -10.4% |
| 30D | -19.5% | +8.3% | -27.8% | -21.6% |
| 3M | -8.0% | +8.9% | -16.9% | -11.2% |
| 6M | -22.2% | -19.7% | -2.5% | -18.0% |
| YTD | -39.7% | -39.9% | +0.2% | -30.9% |
| 1Y | -43.2% | -36.4% | -6.8% | -36.6% |
| 3Y | -19.1% | +52.8% | -71.9% | -39.8% |
| 5Y | -72.0% | -45.7% | -26.3% | -65.9% |
| All | -72.0% | -47.2% | -24.8% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling