+211.5%
PM vs GRAB
-71.2%
+282.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | -5.3% | +0.4% | -4.9% |
| 30D | -3.4% | -8.6% | +5.2% | -3.4% |
| 3M | +5.2% | -1.2% | +6.3% | +5.2% |
| 6M | +3.7% | -16.6% | +20.3% | +3.7% |
| YTD | +15.8% | -31.5% | +47.2% | +15.9% |
| 1Y | +17.4% | -32.3% | +49.6% | +17.4% |
| 3Y | +116.9% | -10.7% | +127.6% | +116.0% |
| 5Y | +117.3% | -67.9% | +185.2% | +116.1% |
| All | +211.5% | -71.2% | +282.7% | +209.1% |
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