-12.6%
GRAB vs PRU
+46.6%
-59.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.2% | -2.8% | -4.0% |
| 7D | -6.1% | +1.9% | -8.0% | -6.9% |
| 30D | -11.2% | -0.4% | -10.8% | -11.1% |
| 3M | -2.4% | +16.4% | -18.8% | -9.0% |
| 6M | -18.3% | +26.0% | -44.4% | -26.5% |
| YTD | -34.9% | +9.9% | -44.8% | -38.1% |
| 1Y | -37.4% | +18.8% | -56.1% | -42.6% |
| 3Y | -12.6% | +45.3% | -58.0% | -28.2% |
| All | -12.6% | +46.6% | -59.3% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling