-74.4%
GRAB vs PR
+2,228.9%
-2,303.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.3% | -6.4% |
| 7D | -13.9% | -0.8% | -13.0% | -13.8% |
| 30D | -17.2% | +11.3% | -28.4% | -18.4% |
| 3M | -7.9% | +24.1% | -31.9% | -11.0% |
| 6M | -23.2% | +25.4% | -48.6% | -26.3% |
| YTD | -39.1% | +71.2% | -110.3% | -44.4% |
| 1Y | -42.5% | +78.6% | -121.2% | -48.0% |
| 3Y | -18.3% | +85.2% | -103.5% | -27.7% |
| 5Y | -71.7% | +419.0% | -490.7% | -78.1% |
| All | -74.4% | +2,228.9% | -2,303.3% | -81.8% |
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