-41.9%
GRAB vs PSA
+28.0%
-70.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.8% | +4.9% | +7.1% |
| 7D | +22.2% | +10.5% | +11.6% | +20.1% |
| 30D | +6.0% | +21.7% | -15.7% | +2.7% |
| 3M | -9.7% | +6.1% | -15.7% | -10.6% |
| 6M | -7.2% | +18.3% | -25.5% | -9.2% |
| YTD | -32.7% | +36.1% | -68.7% | -35.3% |
| 1Y | -41.9% | +29.3% | -71.2% | -44.5% |
| All | -41.9% | +28.0% | -70.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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