+18.8%
PGR vs GRAB
-40.2%
+59.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.3% | -0.7% |
| 7D | +1.3% | +26.1% | -24.8% | +1.2% |
| 30D | +10.0% | +13.4% | -3.4% | +9.8% |
| 3M | +9.6% | -7.0% | +16.5% | +9.9% |
| 6M | +18.0% | -5.4% | +23.4% | +18.5% |
| YTD | +9.0% | -30.3% | +39.3% | +9.1% |
| 1Y | +18.8% | -38.3% | +57.1% | +17.5% |
| All | +18.8% | -40.2% | +59.0% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling