+419.8%
PSX vs GRAB
-72.7%
+492.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.8% |
| 7D | +2.8% | -6.1% | +8.9% | +3.1% |
| 30D | +27.8% | -11.2% | +39.0% | +28.3% |
| 3M | +42.0% | -2.4% | +44.4% | +42.0% |
| 6M | +58.1% | -18.3% | +76.5% | +59.2% |
| YTD | +105.0% | -34.9% | +139.9% | +108.5% |
| 1Y | +104.9% | -37.4% | +142.3% | +108.6% |
| 3Y | +134.1% | -12.6% | +146.7% | +133.9% |
| 5Y | +363.8% | -69.7% | +433.6% | +349.0% |
| All | +419.8% | -72.7% | +492.4% | +408.5% |
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