-18.4%
GRAB vs PNR
-14.5%
-4.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -10.8% | -6.0% | -4.8% | -8.8% |
| 30D | -15.5% | -14.0% | -1.5% | -11.0% |
| 3M | -9.0% | -21.7% | +12.7% | -1.8% |
| 6M | -21.6% | -37.3% | +15.7% | -8.7% |
| YTD | -38.9% | -45.1% | +6.3% | -25.6% |
| 1Y | -44.8% | -49.1% | +4.3% | -30.9% |
| 3Y | -18.4% | -14.8% | -3.6% | -15.7% |
| All | -18.4% | -14.5% | -4.0% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling