-74.9%
GRAB vs PL
+84.9%
-159.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -5.3% | -9.3% | +4.0% | -3.7% |
| 30D | -8.6% | -18.9% | +10.4% | -5.4% |
| 3M | -1.2% | -58.4% | +57.2% | +12.9% |
| 6M | -16.6% | -30.3% | +13.7% | -15.7% |
| YTD | -31.5% | -8.1% | -23.3% | -35.2% |
| 1Y | -32.3% | +180.5% | -212.8% | -51.0% |
| 3Y | -10.7% | +444.1% | -454.8% | -51.1% |
| 5Y | -67.9% | +83.0% | -150.9% | -78.0% |
| All | -74.9% | +84.9% | -159.8% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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