+431.2%
ASTS vs PCG
+58.3%
+372.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.5% |
| 7D | +7.3% | -13.9% | +21.2% | +11.4% |
| 30D | -8.9% | -16.9% | +8.0% | -4.3% |
| 3M | -41.9% | -14.7% | -27.2% | -40.1% |
| 6M | -40.6% | -23.8% | -16.8% | -35.7% |
| YTD | -14.2% | -10.5% | -3.7% | -14.1% |
| 1Y | +48.9% | -5.1% | +54.0% | +44.6% |
| 3Y | +1,461.7% | -11.6% | +1,473.3% | +1,452.1% |
| All | +431.2% | +58.3% | +372.9% | +259.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling