-72.8%
GRAB vs PRU
+110.2%
-182.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -5.0% | +3.6% | -8.6% | -6.3% |
| 30D | +11.3% | +8.9% | +2.5% | +7.9% |
| 3M | -12.4% | +0.2% | -12.6% | -12.6% |
| 6M | -10.7% | +23.7% | -34.5% | -17.7% |
| YTD | -35.1% | +13.7% | -48.8% | -38.5% |
| 1Y | -41.5% | +20.6% | -62.1% | -45.8% |
| 3Y | -2.7% | +56.3% | -59.0% | -18.2% |
| 5Y | -80.2% | +42.3% | -122.5% | -83.1% |
| All | -72.8% | +110.2% | -182.9% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling