-18.4%
GRAB vs PPG
-17.4%
-1.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -10.8% | -6.2% | -4.6% | -8.9% |
| 30D | -15.5% | -7.9% | -7.6% | -13.1% |
| 3M | -9.0% | -10.2% | +1.3% | -5.9% |
| 6M | -21.6% | +2.7% | -24.3% | -22.4% |
| YTD | -38.9% | +4.9% | -43.8% | -40.4% |
| 1Y | -44.8% | -3.2% | -41.7% | -44.7% |
| 3Y | -18.4% | -17.0% | -1.5% | -20.1% |
| All | -18.4% | -17.4% | -1.1% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling