-50.5%
ASTS vs PCG
-20.1%
-30.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +6.7% |
| 7D | -21.1% | -1.6% | -19.5% | -21.3% |
| 30D | -46.7% | +1.4% | -48.1% | -46.5% |
| 3M | -52.0% | -23.4% | -28.6% | -53.2% |
| 6M | -54.3% | -19.4% | -34.9% | -54.9% |
| YTD | -55.5% | -18.5% | -37.0% | -51.5% |
| 1Y | -50.5% | -19.5% | -30.9% | -41.3% |
| All | -50.5% | -20.1% | -30.4% | -41.3% |
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