+157.9%
PCAR vs GRAB
-74.7%
+232.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | -1.6% | -12.0% | +10.4% | -0.8% |
| 30D | -7.3% | -19.5% | +12.2% | -6.1% |
| 3M | +7.8% | -8.0% | +15.8% | +8.2% |
| 6M | +3.6% | -22.2% | +25.8% | +5.0% |
| YTD | +12.9% | -39.7% | +52.5% | +16.0% |
| 1Y | +27.3% | -43.2% | +70.5% | +31.1% |
| 3Y | +61.9% | -19.1% | +81.0% | +62.2% |
| 5Y | +164.2% | -72.0% | +236.2% | +160.9% |
| All | +157.9% | -74.7% | +232.6% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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