-74.7%
GRAB vs PNC
+112.4%
-187.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.3% |
| 7D | -12.0% | -0.9% | -11.1% | -11.7% |
| 30D | -19.5% | -4.4% | -15.1% | -18.2% |
| 3M | -8.0% | +5.3% | -13.2% | -9.8% |
| 6M | -22.2% | +19.6% | -41.8% | -27.3% |
| YTD | -39.7% | +19.1% | -58.8% | -43.6% |
| 1Y | -43.2% | +24.3% | -67.5% | -47.8% |
| 3Y | -19.1% | +132.2% | -151.3% | -41.2% |
| 5Y | -72.0% | +52.3% | -124.3% | -77.3% |
| All | -74.7% | +112.4% | -187.1% | -79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling