-72.0%
GRAB vs PENG
+215.3%
-287.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -2.3% |
| 7D | -0.9% | +1.9% | -2.8% | -2.2% |
| 30D | +5.7% | -37.8% | +43.5% | +12.6% |
| 3M | -11.0% | -14.1% | +3.1% | -11.4% |
| 6M | -8.8% | +13.1% | -21.9% | -18.3% |
| YTD | -33.3% | +151.8% | -185.1% | -51.1% |
| 1Y | -43.4% | +136.0% | -179.4% | -57.9% |
| 3Y | +1.8% | +217.9% | -216.1% | -34.8% |
| 5Y | -80.5% | +64.1% | -144.6% | -86.6% |
| All | -72.0% | +215.3% | -287.3% | -83.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling