-41.9%
GRAB vs PNR
-31.2%
-10.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.3% | +4.4% | +6.8% |
| 7D | +22.2% | +11.9% | +10.3% | +18.7% |
| 30D | +6.0% | +37.1% | -31.1% | -2.3% |
| 3M | -9.7% | +5.7% | -15.4% | -11.1% |
| 6M | -7.2% | -5.7% | -1.5% | -6.7% |
| YTD | -32.7% | -29.8% | -2.9% | -28.0% |
| 1Y | -41.9% | -31.8% | -10.1% | -37.1% |
| All | -41.9% | -31.2% | -10.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling