+147.7%
ASTS vs PCG
+14.4%
+133.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.3% | -13.9% | -14.8% |
| 7D | -29.9% | 0.0% | -29.9% | -29.9% |
| 30D | -52.2% | +5.8% | -58.0% | -53.2% |
| 3M | -55.8% | -22.8% | -33.1% | -52.4% |
| 6M | -52.7% | -18.4% | -34.3% | -50.9% |
| YTD | -58.4% | -16.9% | -41.6% | -57.4% |
| 1Y | -57.1% | -17.6% | -39.5% | -55.9% |
| 3Y | +629.5% | -20.0% | +649.4% | +652.1% |
| 5Y | +147.7% | +16.0% | +131.7% | +99.9% |
| All | +147.7% | +14.4% | +133.4% | +99.9% |
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