+14.8%
PEP vs GRAB
-72.7%
+87.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.6% |
| 7D | +0.1% | -6.1% | +6.2% | +0.1% |
| 30D | +0.7% | -11.2% | +11.9% | +0.6% |
| 3M | -0.5% | -2.4% | +1.9% | -0.5% |
| 6M | -11.3% | -18.3% | +7.0% | -11.4% |
| YTD | -0.6% | -34.9% | +34.3% | -0.9% |
| 1Y | +1.7% | -37.4% | +39.0% | +1.3% |
| 3Y | -12.5% | -12.6% | +0.2% | -12.8% |
| 5Y | +3.9% | -69.7% | +73.6% | +2.5% |
| All | +14.8% | -72.7% | +87.4% | +14.2% |
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