-0.7%
PFE vs GRAB
-13.3%
+12.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.1% |
| 7D | -2.7% | -6.1% | +3.4% | -2.3% |
| 30D | +3.8% | -11.2% | +15.1% | +4.5% |
| 3M | +10.4% | -2.4% | +12.8% | +10.5% |
| 6M | +6.3% | -18.3% | +24.6% | +7.2% |
| YTD | +17.4% | -34.9% | +52.2% | +19.4% |
| 1Y | +21.1% | -37.4% | +58.5% | +23.1% |
| All | -0.7% | -13.3% | +12.6% | -4.0% |
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