-45.6%
GRAB vs PTC
-37.4%
-8.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -12.0% | -14.2% | +2.2% | -9.2% |
| 30D | -19.5% | -14.4% | -5.1% | -17.0% |
| 3M | -8.0% | -4.7% | -3.2% | -8.1% |
| 6M | -22.2% | -19.3% | -2.9% | -19.6% |
| YTD | -39.7% | -26.1% | -13.6% | -35.5% |
| All | -45.6% | -37.4% | -8.1% | -32.7% |
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