+4.4%
PCG vs GRAB
-72.8%
+77.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.8% |
| 7D | -2.0% | -6.9% | +4.9% | -1.6% |
| 30D | -2.7% | +8.7% | -11.4% | -3.2% |
| 3M | -25.1% | -10.2% | -14.8% | -24.7% |
| 6M | -22.3% | -11.0% | -11.3% | -22.0% |
| YTD | -18.5% | -35.1% | +16.6% | -16.7% |
| 1Y | -21.8% | -44.0% | +22.2% | -19.4% |
| 3Y | -21.0% | -0.9% | -20.1% | -22.1% |
| 5Y | +8.1% | -80.2% | +88.3% | +11.1% |
| All | +4.4% | -72.8% | +77.2% | +7.7% |
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