-72.0%
GRAB vs PLUG
-94.8%
+22.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -0.9% | -6.8% | +6.0% | 0.0% |
| 30D | +5.7% | -16.0% | +21.8% | +8.5% |
| 3M | -11.0% | -38.7% | +27.8% | -4.1% |
| 6M | -8.8% | -61.4% | +52.6% | +4.8% |
| YTD | -33.3% | -31.0% | -2.3% | -32.2% |
| 1Y | -43.4% | -46.2% | +2.9% | -40.3% |
| 3Y | +1.8% | -61.5% | +63.3% | -8.0% |
| 5Y | -80.5% | -96.9% | +16.4% | -69.6% |
| All | -72.0% | -94.8% | +22.8% | -57.5% |
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