-41.9%
GRAB vs PRU
+27.9%
-69.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +6.6% | +1.1% | +4.4% |
| 7D | +22.2% | +9.8% | +12.4% | +17.0% |
| 30D | +6.0% | +11.6% | -5.6% | +0.8% |
| 3M | -9.7% | +3.7% | -13.4% | -11.6% |
| 6M | -7.2% | +33.0% | -40.1% | -18.2% |
| YTD | -32.7% | +16.6% | -49.2% | -39.8% |
| 1Y | -41.9% | +26.9% | -68.9% | -49.3% |
| All | -41.9% | +27.9% | -69.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 1y: compounded portfolio wealth divided by compounded PRU 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…
1y analysis · Full analysis span regression · 6 months rolling