+46.9%
PM vs GRAB
-39.6%
+86.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +2.0% |
| 7D | +4.3% | +22.2% | -17.9% | +5.7% |
| 30D | +11.5% | +6.0% | +5.5% | +11.9% |
| 3M | +13.0% | -9.7% | +22.7% | +11.5% |
| 6M | +25.9% | -7.2% | +33.1% | +25.2% |
| YTD | +34.0% | -32.7% | +66.7% | +29.0% |
| 1Y | +46.9% | -41.9% | +88.8% | +40.2% |
| All | +46.9% | -39.6% | +86.5% | +40.2% |
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