-71.2%
GRAB vs PSKY
-70.1%
-1.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | -10.8% | -2.4% | -8.4% | -10.3% |
| 30D | -15.5% | +11.6% | -27.1% | -17.4% |
| 3M | -9.0% | +1.5% | -10.5% | -9.4% |
| 6M | -21.6% | +7.7% | -29.3% | -23.2% |
| YTD | -38.9% | -20.1% | -18.8% | -36.9% |
| 1Y | -44.8% | -38.3% | -6.6% | -40.3% |
| 3Y | -18.4% | -17.7% | -0.7% | -22.8% |
| All | -71.2% | -70.1% | -1.1% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling