-72.7%
GRAB vs PEGA
-44.4%
-28.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.2% | -0.8% | -3.6% |
| 7D | -6.1% | -2.4% | -3.7% | -5.3% |
| 30D | -11.2% | +9.6% | -20.8% | -14.0% |
| 3M | -2.4% | +2.3% | -4.7% | -4.1% |
| 6M | -18.3% | -23.9% | +5.6% | -12.2% |
| YTD | -34.9% | -39.8% | +4.9% | -24.9% |
| 1Y | -37.4% | -37.4% | 0.0% | -29.3% |
| 3Y | -12.6% | +53.1% | -65.8% | -36.5% |
| 5Y | -69.7% | -47.2% | -22.5% | -61.7% |
| All | -72.7% | -44.4% | -28.3% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling