-72.8%
GRAB vs PLUG
-95.7%
+23.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.5% | +10.5% | +1.7% |
| 7D | -5.0% | -23.4% | +18.5% | -1.0% |
| 30D | +11.3% | -23.4% | +34.8% | +15.8% |
| 3M | -12.4% | -51.7% | +39.3% | -2.1% |
| 6M | -10.7% | -72.0% | +61.2% | +8.0% |
| YTD | -35.1% | -43.7% | +8.6% | -31.9% |
| 1Y | -41.5% | -55.4% | +13.9% | -36.5% |
| 3Y | -2.7% | -68.0% | +65.3% | -9.7% |
| 5Y | -80.2% | -97.4% | +17.2% | -68.2% |
| All | -72.8% | -95.7% | +23.0% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling