+2.9%
PEP vs GRAB
-71.8%
+74.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.2% |
| 7D | -1.0% | -10.8% | +9.9% | -1.0% |
| 30D | -0.7% | -15.5% | +14.8% | -0.8% |
| 3M | -4.1% | -9.0% | +4.8% | -4.2% |
| 6M | -13.1% | -21.6% | +8.5% | -13.2% |
| YTD | -2.1% | -38.9% | +36.8% | -2.4% |
| 1Y | -1.7% | -44.8% | +43.2% | -2.0% |
| 3Y | -15.1% | -18.4% | +3.3% | -15.5% |
| All | +2.9% | -71.8% | +74.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling