+131.5%
PM vs GRAB
-72.0%
+203.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.2% |
| 7D | +1.9% | -12.0% | +13.9% | +1.9% |
| 30D | +1.9% | -19.5% | +21.4% | +1.9% |
| 3M | +4.6% | -8.0% | +12.5% | +4.6% |
| 6M | +11.7% | -22.2% | +33.9% | +11.7% |
| YTD | +20.4% | -39.7% | +60.0% | +20.5% |
| 1Y | +19.0% | -43.2% | +62.2% | +19.1% |
| 3Y | +130.4% | -19.1% | +149.5% | +129.2% |
| 5Y | +131.5% | -72.0% | +203.5% | +127.0% |
| All | +131.5% | -72.0% | +203.5% | +127.0% |
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