-72.8%
GRAB vs PTC
+81.0%
-153.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | +11.3% | +1.2% | +10.1% | +10.7% |
| 3M | -12.4% | +27.4% | -39.8% | -23.5% |
| 6M | -10.7% | +39.2% | -49.9% | -26.5% |
| YTD | -35.1% | +12.5% | -47.6% | -40.5% |
| 1Y | -41.5% | +12.3% | -53.8% | -46.4% |
| 3Y | -2.7% | +28.8% | -31.5% | -23.7% |
| 5Y | -80.2% | +60.9% | -141.1% | -86.8% |
| All | -72.8% | +81.0% | -153.8% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling