-74.3%
GRAB vs PSA
+68.1%
-142.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -10.8% | -1.8% | -9.0% | -10.6% |
| 30D | -15.5% | -8.4% | -7.1% | -14.6% |
| 3M | -9.0% | -7.8% | -1.1% | -8.0% |
| 6M | -21.6% | +0.8% | -22.4% | -21.7% |
| YTD | -38.9% | +16.5% | -55.4% | -40.0% |
| 1Y | -44.8% | +4.7% | -49.6% | -45.2% |
| 3Y | -18.4% | +21.1% | -39.5% | -21.2% |
| 5Y | -71.6% | +14.2% | -85.8% | -72.6% |
| All | -74.3% | +68.1% | -142.5% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling