-74.3%
GRAB vs PSKY
-65.9%
-8.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +1.0% |
| 7D | -10.8% | -2.4% | -8.4% | -10.4% |
| 30D | -15.5% | +11.6% | -27.1% | -17.1% |
| 3M | -9.0% | +1.5% | -10.5% | -9.3% |
| 6M | -21.6% | +7.7% | -29.3% | -23.0% |
| YTD | -38.9% | -20.1% | -18.8% | -37.2% |
| 1Y | -44.8% | -38.3% | -6.6% | -41.1% |
| 3Y | -18.4% | -17.7% | -0.7% | -21.6% |
| 5Y | -71.6% | -69.9% | -1.7% | -68.9% |
| All | -74.3% | -65.9% | -8.5% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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