-71.2%
GRAB vs PFG
+110.9%
-182.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.9% |
| 7D | -10.8% | -0.4% | -10.4% | -10.6% |
| 30D | -15.5% | +2.9% | -18.4% | -16.7% |
| 3M | -9.0% | +6.7% | -15.7% | -11.8% |
| 6M | -21.6% | +33.8% | -55.4% | -31.4% |
| YTD | -38.9% | +35.0% | -73.8% | -46.8% |
| 1Y | -44.8% | +46.4% | -91.3% | -53.9% |
| 3Y | -18.4% | +71.6% | -90.1% | -37.4% |
| All | -71.2% | +110.9% | -182.1% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling