-39.8%
PDD vs GRAB
-71.2%
+31.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.1% | -5.3% | +1.2% | -2.3% |
| 30D | -9.6% | -8.6% | -1.0% | -7.0% |
| 3M | -4.3% | -1.2% | -3.1% | -4.4% |
| 6M | -18.8% | -16.6% | -2.2% | -14.2% |
| YTD | -27.5% | -31.5% | +4.0% | -18.5% |
| 1Y | -33.6% | -32.3% | -1.4% | -25.7% |
| 3Y | -20.4% | -10.7% | -9.7% | -23.1% |
| 5Y | -19.6% | -67.9% | +48.3% | -17.4% |
| All | -39.8% | -71.2% | +31.4% | -35.4% |
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