-41.9%
GRAB vs PTC
+0.1%
-42.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.6% | +7.1% | +7.6% |
| 7D | +22.2% | +0.1% | +22.1% | +22.2% |
| 30D | +6.0% | +1.5% | +4.5% | +5.7% |
| 3M | -9.7% | +37.8% | -47.4% | -15.2% |
| 6M | -7.2% | +41.2% | -48.4% | -14.4% |
| YTD | -32.7% | +12.0% | -44.7% | -35.3% |
| 1Y | -41.9% | +1.6% | -43.6% | -43.6% |
| All | -41.9% | +0.1% | -42.0% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 1y: compounded portfolio wealth divided by compounded PTC 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…
1y analysis · Full analysis span regression · 6 months rolling