-72.7%
GRAB vs PFG
+182.3%
-254.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.4% |
| 7D | -6.1% | +6.0% | -12.1% | -8.3% |
| 30D | -11.2% | +2.2% | -13.4% | -12.1% |
| 3M | -2.4% | +10.4% | -12.8% | -6.3% |
| 6M | -18.3% | +27.8% | -46.1% | -25.9% |
| YTD | -34.9% | +33.6% | -68.5% | -42.0% |
| 1Y | -37.4% | +49.3% | -86.7% | -46.6% |
| 3Y | -12.6% | +69.7% | -82.4% | -29.7% |
| 5Y | -69.7% | +111.3% | -181.1% | -76.3% |
| All | -72.7% | +182.3% | -254.9% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling