-71.2%
GRAB vs PENG
+231.4%
-302.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.2% |
| 7D | -5.3% | +4.5% | -9.8% | -6.1% |
| 30D | -8.6% | -7.1% | -1.4% | -7.7% |
| 3M | -1.2% | -27.3% | +26.1% | +1.2% |
| 6M | -16.6% | +169.6% | -186.2% | -37.5% |
| YTD | -31.5% | +164.6% | -196.1% | -48.8% |
| 1Y | -32.3% | +109.5% | -141.7% | -47.0% |
| 3Y | -10.7% | +98.9% | -109.6% | -35.8% |
| 5Y | -67.9% | +116.3% | -184.1% | -78.5% |
| All | -71.2% | +231.4% | -302.6% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling