+35.6%
PFE vs GRAB
-39.6%
+75.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +1.9% |
| 7D | +4.6% | +22.2% | -17.6% | +2.5% |
| 30D | +12.3% | +6.0% | +6.3% | +11.8% |
| 3M | +21.2% | -9.7% | +30.9% | +22.7% |
| 6M | +21.1% | -7.2% | +28.3% | +22.2% |
| YTD | +30.0% | -32.7% | +62.7% | +35.4% |
| 1Y | +35.6% | -41.9% | +77.5% | +43.5% |
| All | +35.6% | -39.6% | +75.2% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling