-21.4%
PFE vs GRAB
-71.6%
+50.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.4% | +0.2% |
| 7D | -4.3% | -13.9% | +9.6% | -3.8% |
| 30D | +2.7% | -17.2% | +19.9% | +3.3% |
| 3M | +10.0% | -7.9% | +17.9% | +10.2% |
| 6M | +7.2% | -23.2% | +30.4% | +7.9% |
| YTD | +17.3% | -39.1% | +56.4% | +18.8% |
| 1Y | +20.3% | -42.5% | +62.8% | +21.9% |
| 3Y | -1.6% | -18.3% | +16.6% | -1.9% |
| 5Y | -21.4% | -71.7% | +50.4% | -24.4% |
| All | -21.4% | -71.6% | +50.2% | -24.4% |
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