-18.4%
GRAB vs PNC
+131.1%
-149.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -10.8% | -0.6% | -10.3% | -10.6% |
| 30D | -15.5% | -4.4% | -11.1% | -14.0% |
| 3M | -9.0% | +5.2% | -14.2% | -10.9% |
| 6M | -21.6% | +20.6% | -42.2% | -27.4% |
| YTD | -38.9% | +19.8% | -58.6% | -43.4% |
| 1Y | -44.8% | +24.4% | -69.3% | -49.8% |
| 3Y | -18.4% | +131.2% | -149.7% | -41.0% |
| All | -18.4% | +131.1% | -149.6% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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