-74.3%
GRAB vs PSLV
+157.1%
-231.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -10.8% | -3.5% | -7.4% | -10.2% |
| 30D | -15.5% | -2.1% | -13.4% | -15.3% |
| 3M | -9.0% | -1.6% | -7.3% | -9.1% |
| 6M | -21.6% | -25.5% | +3.9% | -17.2% |
| YTD | -38.9% | -11.4% | -27.5% | -41.2% |
| 1Y | -44.8% | +48.6% | -93.4% | -55.7% |
| 3Y | -18.4% | +166.9% | -185.3% | -47.0% |
| 5Y | -71.6% | +152.4% | -224.0% | -81.6% |
| All | -74.3% | +157.1% | -231.4% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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