-41.9%
GRAB vs PFG
+46.8%
-88.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.1% | +3.6% | +6.1% |
| 7D | +22.2% | +4.9% | +17.3% | +20.1% |
| 30D | +6.0% | +5.7% | +0.3% | +3.9% |
| 3M | -9.7% | +2.6% | -12.2% | -10.8% |
| 6M | -7.2% | +19.8% | -27.0% | -15.5% |
| YTD | -32.7% | +36.3% | -68.9% | -42.3% |
| 1Y | -41.9% | +47.9% | -89.8% | -52.5% |
| All | -41.9% | +46.8% | -88.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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