-74.4%
GRAB vs PENG
+226.9%
-301.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -13.9% | +7.3% | -21.2% | -15.0% |
| 30D | -17.2% | -7.5% | -9.7% | -16.3% |
| 3M | -7.9% | -17.2% | +9.4% | -7.9% |
| 6M | -23.2% | +176.7% | -200.0% | -42.9% |
| YTD | -39.1% | +161.0% | -200.1% | -54.3% |
| 1Y | -42.5% | +108.8% | -151.4% | -55.0% |
| 3Y | -18.3% | +109.8% | -128.1% | -42.4% |
| 5Y | -71.7% | +111.7% | -183.5% | -81.0% |
| All | -74.4% | +226.9% | -301.3% | -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 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