-74.3%
GRAB vs PTC
+20.8%
-95.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | -10.8% | -7.3% | -3.6% | -7.3% |
| 30D | -15.5% | -11.6% | -3.9% | -10.4% |
| 3M | -9.0% | +10.5% | -19.4% | -14.4% |
| 6M | -21.6% | -17.8% | -3.8% | -14.9% |
| YTD | -38.9% | -24.9% | -13.9% | -30.6% |
| 1Y | -44.8% | -36.8% | -8.0% | -31.1% |
| 3Y | -18.4% | -8.7% | -9.7% | -24.0% |
| 5Y | -71.6% | +4.1% | -75.7% | -76.5% |
| All | -74.3% | +20.8% | -95.1% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling