-74.3%
GRAB vs PFG
+185.0%
-259.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +0.9% |
| 7D | -10.8% | -0.4% | -10.4% | -10.6% |
| 30D | -15.5% | +2.9% | -18.4% | -16.6% |
| 3M | -9.0% | +6.7% | -15.7% | -11.4% |
| 6M | -21.6% | +33.8% | -55.4% | -30.1% |
| YTD | -38.9% | +35.0% | -73.8% | -45.8% |
| 1Y | -44.8% | +46.4% | -91.3% | -52.6% |
| 3Y | -18.4% | +71.7% | -90.1% | -34.6% |
| 5Y | -71.6% | +113.7% | -185.3% | -77.9% |
| All | -74.3% | +185.0% | -259.4% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling