+244.8%
ASTS vs PCG
+110.5%
+134.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.8% |
| 7D | -9.3% | -0.5% | -8.9% | -9.2% |
| 30D | -33.9% | +0.8% | -34.7% | -34.0% |
| 3M | -51.0% | -22.0% | -29.0% | -49.6% |
| 6M | -55.1% | -17.1% | -38.0% | -54.4% |
| YTD | -53.6% | -16.9% | -36.8% | -52.9% |
| 1Y | -51.0% | -19.1% | -31.9% | -50.1% |
| 3Y | +681.7% | -19.4% | +701.1% | +696.6% |
| 5Y | +182.4% | +9.0% | +173.4% | +176.3% |
| All | +244.8% | +110.5% | +134.3% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 10y: compounded portfolio wealth divided by compounded PCG 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…
10y analysis · Full analysis span regression · 6 months rolling