+186.7%
PGR vs GRAB
-74.3%
+261.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.6% |
| 7D | -0.6% | -10.8% | +10.2% | -0.5% |
| 30D | +4.9% | -15.5% | +20.5% | +5.2% |
| 3M | +7.6% | -9.0% | +16.6% | +7.8% |
| 6M | +8.3% | -21.6% | +29.8% | +8.5% |
| YTD | +1.7% | -38.9% | +40.6% | +2.3% |
| 1Y | -6.8% | -44.8% | +38.0% | -6.3% |
| 3Y | +73.4% | -18.4% | +91.9% | +73.4% |
| 5Y | +161.2% | -71.6% | +232.8% | +159.2% |
| All | +186.7% | -74.3% | +261.1% | +191.8% |
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