+14.7%
PCG vs GRAB
-71.2%
+85.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -13.9% | -5.3% | -8.6% | -13.6% |
| 30D | -16.9% | -8.6% | -8.3% | -16.4% |
| 3M | -14.7% | -1.2% | -13.6% | -14.8% |
| 6M | -23.8% | -16.6% | -7.2% | -23.1% |
| YTD | -10.5% | -31.5% | +21.0% | -8.7% |
| 1Y | -5.1% | -32.3% | +27.2% | -3.3% |
| 3Y | -11.6% | -10.7% | -0.9% | -12.3% |
| 5Y | +59.0% | -67.9% | +126.9% | +59.0% |
| All | +14.7% | -71.2% | +85.9% | +18.0% |
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