-74.4%
GRAB vs PRU
+100.0%
-174.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.5% | -5.0% | -5.9% |
| 7D | -13.9% | -1.9% | -12.0% | -13.3% |
| 30D | -17.2% | -2.6% | -14.6% | -16.4% |
| 3M | -7.9% | +14.7% | -22.6% | -12.5% |
| 6M | -23.2% | +25.7% | -48.9% | -29.5% |
| YTD | -39.1% | +8.3% | -47.3% | -41.1% |
| 1Y | -42.5% | +17.3% | -59.9% | -46.2% |
| 3Y | -18.3% | +43.2% | -61.5% | -29.2% |
| 5Y | -71.7% | +43.5% | -115.2% | -75.4% |
| All | -74.4% | +100.0% | -174.5% | -77.5% |
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