-74.3%
GRAB vs PPG
-20.5%
-53.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | -10.8% | -6.2% | -4.6% | -8.6% |
| 30D | -15.5% | -7.9% | -7.6% | -12.8% |
| 3M | -9.0% | -10.2% | +1.3% | -5.4% |
| 6M | -21.6% | +2.7% | -24.3% | -22.7% |
| YTD | -38.9% | +4.9% | -43.8% | -40.7% |
| 1Y | -44.8% | -3.2% | -41.7% | -44.9% |
| 3Y | -18.4% | -17.0% | -1.5% | -15.8% |
| 5Y | -71.6% | -23.3% | -48.3% | -73.1% |
| All | -74.3% | -20.5% | -53.8% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling