-74.7%
GRAB vs PLUG
-91.9%
+17.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -12.0% | 0.0% | -12.0% | -12.0% |
| 30D | -19.5% | -5.0% | -14.6% | -19.0% |
| 3M | -8.0% | -26.2% | +18.3% | -3.9% |
| 6M | -22.2% | -0.5% | -21.8% | -24.0% |
| YTD | -39.7% | +7.1% | -46.8% | -42.7% |
| 1Y | -43.2% | +46.5% | -89.7% | -51.1% |
| 3Y | -19.1% | -73.5% | +54.4% | -18.3% |
| 5Y | -72.0% | -91.3% | +19.3% | -63.3% |
| All | -74.7% | -91.9% | +17.2% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling