-0.2%
PFE vs GRAB
-72.8%
+72.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.7% | -5.0% | +3.3% | -1.6% |
| 30D | +0.3% | +11.3% | -11.0% | +0.1% |
| 3M | +9.4% | -12.4% | +21.8% | +9.6% |
| 6M | +14.9% | -10.7% | +25.6% | +15.1% |
| YTD | +23.8% | -35.1% | +58.9% | +24.6% |
| 1Y | +19.5% | -41.5% | +61.0% | +20.5% |
| 3Y | +21.0% | -2.7% | +23.7% | +20.5% |
| 5Y | -23.9% | -80.2% | +56.3% | -28.2% |
| All | -0.2% | -72.8% | +72.6% | -2.4% |
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 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