-71.2%
GRAB vs PLUG
-91.6%
+20.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.5% |
| 7D | -5.3% | -0.9% | -4.3% | -5.1% |
| 30D | -8.6% | +3.3% | -11.9% | -9.2% |
| 3M | -1.2% | -39.7% | +38.6% | +6.5% |
| 6M | -16.6% | -12.5% | -4.1% | -16.8% |
| YTD | -31.5% | +10.2% | -41.6% | -35.2% |
| 1Y | -32.3% | +50.7% | -83.0% | -41.9% |
| 3Y | -10.7% | -74.5% | +63.8% | -8.4% |
| 5Y | -67.9% | -91.8% | +23.9% | -57.4% |
| All | -71.2% | -91.6% | +20.4% | -59.4% |
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