-71.2%
GRAB vs PR
+2,203.2%
-2,274.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -5.3% | +2.9% | -8.2% | -5.7% |
| 30D | -8.6% | +18.0% | -26.6% | -10.7% |
| 3M | -1.2% | +16.9% | -18.0% | -3.7% |
| 6M | -16.6% | +28.2% | -44.8% | -20.2% |
| YTD | -31.5% | +69.3% | -100.8% | -37.3% |
| 1Y | -32.3% | +69.5% | -101.8% | -38.2% |
| 3Y | -10.7% | +81.7% | -92.4% | -20.8% |
| 5Y | -67.9% | +422.2% | -490.1% | -75.1% |
| All | -71.2% | +2,203.2% | -2,274.5% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling