+249.6%
PH vs GRAB
-71.8%
+321.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -1.3% | -10.8% | +9.5% | 0.0% |
| 30D | -11.0% | -15.5% | +4.5% | -9.3% |
| 3M | +5.5% | -9.0% | +14.5% | +6.4% |
| 6M | +1.5% | -21.6% | +23.1% | +4.1% |
| YTD | +8.8% | -38.9% | +47.7% | +14.6% |
| 1Y | +24.5% | -44.8% | +69.3% | +32.4% |
| 3Y | +141.2% | -18.4% | +159.6% | +142.9% |
| All | +249.6% | -71.8% | +321.4% | +239.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling