+280.3%
PH vs GRAB
-72.7%
+352.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.1% |
| 7D | +0.4% | -6.1% | +6.5% | +1.1% |
| 30D | -10.8% | -11.2% | +0.4% | -9.7% |
| 3M | +8.5% | -2.4% | +10.9% | +8.5% |
| 6M | +3.9% | -18.3% | +22.3% | +6.0% |
| YTD | +9.4% | -34.9% | +44.3% | +14.2% |
| 1Y | +26.8% | -37.4% | +64.2% | +32.6% |
| 3Y | +140.8% | -12.6% | +153.4% | +140.7% |
| 5Y | +253.8% | -69.7% | +323.5% | +252.4% |
| All | +280.3% | -72.7% | +352.9% | +292.7% |
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