-71.2%
GRAB vs PRU
+107.6%
-178.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -5.3% | +1.9% | -7.1% | -5.9% |
| 30D | -8.6% | +2.7% | -11.3% | -9.5% |
| 3M | -1.2% | +19.5% | -20.6% | -7.6% |
| 6M | -16.6% | +26.6% | -43.2% | -23.7% |
| YTD | -31.5% | +12.3% | -43.8% | -34.7% |
| 1Y | -32.3% | +18.0% | -50.3% | -36.8% |
| 3Y | -10.7% | +47.0% | -57.7% | -23.4% |
| 5Y | -67.9% | +48.4% | -116.3% | -72.4% |
| All | -71.2% | +107.6% | -178.8% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling