+162.4%
PCAR vs GRAB
-71.2%
+233.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.5% | -5.3% | +4.8% | -0.2% |
| 30D | -6.2% | -8.6% | +2.3% | -5.7% |
| 3M | +5.9% | -1.2% | +7.1% | +5.9% |
| 6M | +0.4% | -16.6% | +17.0% | +1.3% |
| YTD | +14.8% | -31.5% | +46.3% | +17.1% |
| 1Y | +30.1% | -32.3% | +62.4% | +32.6% |
| 3Y | +66.7% | -10.7% | +77.4% | +65.9% |
| 5Y | +166.1% | -67.9% | +234.0% | +160.7% |
| All | +162.4% | -71.2% | +233.7% | +171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling