-74.4%
GRAB vs PHM
+186.8%
-261.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.5% | -6.2% |
| 7D | -13.9% | -3.9% | -10.0% | -13.0% |
| 30D | -17.2% | -8.6% | -8.6% | -15.2% |
| 3M | -7.9% | -2.9% | -4.9% | -7.3% |
| 6M | -23.2% | -5.7% | -17.5% | -22.3% |
| YTD | -39.1% | +1.9% | -40.9% | -39.8% |
| 1Y | -42.5% | -12.3% | -30.2% | -41.2% |
| 3Y | -18.3% | +50.8% | -69.0% | -32.7% |
| 5Y | -71.7% | +157.3% | -229.0% | -82.1% |
| All | -74.4% | +186.8% | -261.3% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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