+706.2%
ASTS vs PCG
-21.6%
+727.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +7.4% |
| 7D | -21.1% | -1.6% | -19.5% | -20.9% |
| 30D | -46.7% | +1.4% | -48.1% | -46.9% |
| 3M | -52.0% | -23.4% | -28.6% | -49.6% |
| 6M | -54.3% | -19.4% | -34.9% | -53.2% |
| YTD | -55.5% | -18.5% | -37.0% | -54.6% |
| 1Y | -50.5% | -19.5% | -30.9% | -49.2% |
| 3Y | +706.2% | -21.0% | +727.2% | +804.8% |
| All | +706.2% | -21.6% | +727.8% | +804.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling