-74.7%
GRAB vs PSKY
-66.6%
-8.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.3% |
| 7D | -12.0% | -6.0% | -6.0% | -11.0% |
| 30D | -19.5% | +10.7% | -30.2% | -20.9% |
| 3M | -8.0% | +1.2% | -9.1% | -8.2% |
| 6M | -22.2% | +1.5% | -23.7% | -22.8% |
| YTD | -39.7% | -21.8% | -17.9% | -37.8% |
| 1Y | -43.2% | -30.2% | -13.0% | -40.7% |
| 3Y | -19.1% | -20.1% | +1.0% | -21.8% |
| 5Y | -72.0% | -70.5% | -1.5% | -69.2% |
| All | -74.7% | -66.6% | -8.1% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling