-2.7%
GRAB vs PLUG
-66.9%
+64.2%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +0.8% |
| 7D | -5.0% | -23.4% | +18.5% | -3.1% |
| 30D | +11.3% | -23.4% | +34.8% | +13.5% |
| 3M | -12.4% | -51.7% | +39.3% | -7.7% |
| 6M | -10.7% | -72.0% | +61.2% | -2.4% |
| YTD | -35.1% | -43.7% | +8.6% | -33.3% |
| 1Y | -41.5% | -55.4% | +13.9% | -39.0% |
| 3Y | -2.7% | -68.0% | +65.3% | -3.7% |
| All | -2.7% | -66.9% | +64.2% | -3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling