-8.8%
GRAB vs PENG
+6.5%
-15.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.3% | -10.9% | -0.6% |
| 7D | -0.9% | +1.9% | -2.8% | -0.8% |
| 30D | +5.7% | -37.8% | +43.5% | +6.7% |
| 3M | -11.0% | -14.1% | +3.1% | -10.7% |
| 6M | -8.8% | +13.1% | -21.9% | -12.9% |
| All | -8.8% | +6.5% | -15.2% | -12.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling