-71.2%
GRAB vs PFGC
+110.3%
-181.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.5% |
| 7D | -10.8% | -4.8% | -6.1% | -9.0% |
| 30D | -15.5% | -12.5% | -3.0% | -10.9% |
| 3M | -9.0% | -9.7% | +0.8% | -5.4% |
| 6M | -21.6% | +7.0% | -28.6% | -24.3% |
| YTD | -38.9% | +4.5% | -43.3% | -40.9% |
| 1Y | -44.8% | -11.6% | -33.3% | -42.9% |
| 3Y | -18.4% | +58.5% | -76.9% | -35.6% |
| All | -71.2% | +110.3% | -181.5% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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