-71.8%
GRAB vs PR
+2,055.6%
-2,127.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | +7.4% | -9.5% | +16.9% | +8.5% |
| 30D | +5.0% | -5.7% | +10.7% | +5.3% |
| 3M | -8.7% | +3.0% | -11.7% | -9.7% |
| 6M | -9.9% | +11.8% | -21.8% | -12.4% |
| YTD | -32.9% | +58.5% | -91.3% | -38.4% |
| 1Y | -43.2% | +69.9% | -113.1% | -48.5% |
| 3Y | +2.4% | +84.9% | -82.5% | -9.8% |
| 5Y | -77.9% | +246.4% | -324.3% | -82.3% |
| All | -71.8% | +2,055.6% | -2,127.4% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling