+123.4%
PM vs GRAB
-18.9%
+142.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +0.5% |
| 7D | -1.2% | -13.9% | +12.7% | -1.2% |
| 30D | -0.2% | -17.2% | +17.0% | -0.2% |
| 3M | +4.9% | -7.9% | +12.8% | +4.9% |
| 6M | +9.0% | -23.2% | +32.3% | +9.1% |
| YTD | +17.8% | -39.1% | +56.9% | +18.1% |
| 1Y | +16.8% | -42.5% | +59.3% | +16.9% |
| All | +123.4% | -18.9% | +142.3% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling