-3.1%
PFE vs GRAB
-71.2%
+68.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +1.8% | -5.3% | +7.0% | +1.9% |
| 30D | +10.2% | -8.6% | +18.8% | +10.4% |
| 3M | +12.7% | -1.2% | +13.8% | +12.7% |
| 6M | +10.5% | -16.6% | +27.1% | +10.9% |
| YTD | +20.2% | -31.5% | +51.6% | +20.9% |
| 1Y | +24.1% | -32.3% | +56.3% | +24.8% |
| 3Y | -3.6% | -10.7% | +7.1% | -3.9% |
| 5Y | -20.9% | -67.9% | +47.0% | -23.6% |
| All | -3.1% | -71.2% | +68.1% | -5.3% |
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