-42.5%
GRAB vs PENG
+106.3%
-148.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.4% |
| 7D | -13.9% | +7.3% | -21.2% | -14.4% |
| 30D | -17.2% | -7.5% | -9.7% | -16.8% |
| 3M | -7.9% | -17.2% | +9.4% | -8.4% |
| 6M | -23.2% | +176.7% | -200.0% | -41.1% |
| YTD | -39.1% | +161.0% | -200.1% | -52.8% |
| 1Y | -42.5% | +108.8% | -151.4% | -55.1% |
| All | -42.5% | +106.3% | -148.8% | -55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling