+124.5%
PCAR vs GRAB
-72.8%
+197.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | +2.1% | -6.9% | +9.0% | +2.5% |
| 30D | -1.2% | +8.7% | -9.9% | -1.8% |
| 3M | -18.6% | -10.2% | -8.4% | -18.2% |
| 6M | -5.1% | -11.0% | +5.9% | -4.6% |
| YTD | -1.8% | -35.1% | +33.3% | +0.4% |
| 1Y | +10.6% | -44.0% | +54.7% | +14.0% |
| 3Y | +34.9% | -0.9% | +35.8% | +33.7% |
| 5Y | +114.0% | -80.2% | +194.2% | +113.8% |
| All | +124.5% | -72.8% | +197.3% | +133.1% |
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