-74.7%
GRAB vs PENG
+211.3%
-286.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.1% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -19.5% | -15.2% | -4.3% | -17.4% |
| 3M | -8.0% | -16.9% | +9.0% | -8.2% |
| 6M | -22.2% | +161.5% | -183.8% | -41.5% |
| YTD | -39.7% | +148.6% | -188.2% | -54.4% |
| 1Y | -43.2% | +89.6% | -132.8% | -54.7% |
| 3Y | -19.1% | +99.8% | -118.8% | -42.4% |
| 5Y | -72.0% | +100.9% | -172.9% | -81.0% |
| All | -74.7% | +211.3% | -286.0% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PENG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling