-2.7%
GRAB vs PENG
+209.7%
-212.4%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.5% |
| 7D | -5.0% | +13.2% | -18.2% | -6.3% |
| 30D | +11.3% | -29.9% | +41.3% | +14.7% |
| 3M | -12.4% | -22.2% | +9.8% | -11.5% |
| 6M | -10.7% | -1.9% | -8.9% | -16.1% |
| YTD | -35.1% | +142.1% | -177.2% | -49.4% |
| 1Y | -41.5% | +151.5% | -193.0% | -54.8% |
| 3Y | -2.7% | +206.9% | -209.6% | -37.2% |
| All | -2.7% | +209.7% | -212.4% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling