-14.9%
PEP vs GRAB
-18.9%
+4.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.4% |
| 7D | -1.7% | -13.9% | +12.2% | -2.1% |
| 30D | +0.3% | -17.2% | +17.5% | -0.2% |
| 3M | -3.2% | -7.9% | +4.6% | -3.3% |
| 6M | -13.6% | -23.2% | +9.7% | -14.2% |
| YTD | -1.9% | -39.1% | +37.2% | -3.4% |
| 1Y | -0.6% | -42.5% | +41.9% | -2.5% |
| All | -14.9% | -18.9% | +4.1% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling