-51.0%
ASTS vs PCG
-18.8%
-32.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.7% | -9.4% | -8.6% |
| 7D | -9.3% | -0.5% | -8.9% | -9.4% |
| 30D | -33.9% | +0.8% | -34.7% | -33.8% |
| 3M | -51.0% | -22.0% | -29.0% | -52.2% |
| 6M | -55.1% | -17.1% | -38.0% | -55.6% |
| YTD | -53.6% | -16.9% | -36.8% | -49.3% |
| 1Y | -51.0% | -19.1% | -31.9% | -42.1% |
| All | -51.0% | -18.8% | -32.1% | -42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling