-69.7%
GRAB vs PENG
+107.7%
-177.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.9% | -4.1% | -4.8% |
| 7D | -6.1% | +7.8% | -13.9% | -7.4% |
| 30D | -11.2% | -12.2% | +1.0% | -9.5% |
| 3M | -2.4% | -20.6% | +18.2% | -1.6% |
| 6M | -18.3% | +180.9% | -199.3% | -39.4% |
| YTD | -34.9% | +162.3% | -197.1% | -51.2% |
| 1Y | -37.4% | +107.3% | -144.7% | -50.8% |
| 3Y | -12.6% | +110.8% | -123.4% | -38.4% |
| 5Y | -69.7% | +117.8% | -187.6% | -79.1% |
| All | -69.7% | +107.7% | -177.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling