+163.9%
PCAR vs GRAB
-71.6%
+235.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.1% |
| 7D | -0.2% | -13.9% | +13.7% | +0.7% |
| 30D | -6.9% | -17.2% | +10.3% | -5.8% |
| 3M | +2.1% | -7.9% | +10.0% | +2.5% |
| 6M | +1.6% | -23.2% | +24.8% | +3.1% |
| YTD | +12.2% | -39.1% | +51.3% | +15.3% |
| 1Y | +28.0% | -42.5% | +70.6% | +31.8% |
| 3Y | +61.0% | -18.3% | +79.3% | +61.3% |
| 5Y | +163.9% | -71.7% | +235.6% | +151.3% |
| All | +163.9% | -71.6% | +235.5% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling