+20.8%
PG vs GRAB
-74.3%
+95.1%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.6% |
| 7D | -0.8% | -10.8% | +10.0% | -0.7% |
| 30D | +0.8% | -15.5% | +16.3% | +0.9% |
| 3M | -1.3% | -9.0% | +7.6% | -1.3% |
| 6M | -3.8% | -21.6% | +17.8% | -3.7% |
| YTD | +3.6% | -38.9% | +42.5% | +3.8% |
| 1Y | -5.7% | -44.8% | +39.1% | -5.5% |
| 3Y | +1.6% | -18.4% | +20.0% | +1.4% |
| 5Y | +14.6% | -71.6% | +86.2% | +12.6% |
| All | +20.8% | -74.3% | +95.1% | +20.7% |
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