-74.3%
GRAB vs PNR
+16.6%
-90.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -10.8% | -6.0% | -4.8% | -8.4% |
| 30D | -15.5% | -14.0% | -1.5% | -10.0% |
| 3M | -9.0% | -21.7% | +12.7% | -0.2% |
| 6M | -21.6% | -37.3% | +15.7% | -5.8% |
| YTD | -38.9% | -45.1% | +6.3% | -22.6% |
| 1Y | -44.8% | -49.1% | +4.3% | -27.8% |
| 3Y | -18.4% | -14.8% | -3.6% | -18.0% |
| 5Y | -71.6% | -21.0% | -50.6% | -76.0% |
| All | -74.3% | +16.6% | -90.9% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling