-38.3%
GRAB vs PPG
+33.8%
-72.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.7% | +4.6% |
| 7D | +26.1% | +2.7% | +23.4% | +24.7% |
| 30D | +13.4% | +15.7% | -2.4% | +7.8% |
| 3M | -7.0% | +4.1% | -11.1% | -8.9% |
| 6M | -5.4% | +17.3% | -22.8% | -10.2% |
| YTD | -30.3% | +22.5% | -52.8% | -32.2% |
| 1Y | -38.3% | +31.4% | -69.7% | -37.6% |
| All | -38.3% | +33.8% | -72.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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