+537.8%
ASTS vs PCG
+126.6%
+411.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | 0.0% |
| 7D | +7.3% | -13.9% | +21.2% | +9.0% |
| 30D | -8.9% | -16.9% | +8.0% | -7.0% |
| 3M | -41.9% | -14.7% | -27.2% | -41.1% |
| 6M | -40.6% | -23.8% | -16.8% | -38.7% |
| YTD | -14.2% | -10.5% | -3.7% | -13.8% |
| 1Y | +48.9% | -5.1% | +54.0% | +48.0% |
| 3Y | +1,461.7% | -11.6% | +1,473.3% | +1,471.9% |
| 5Y | +404.1% | +59.0% | +345.1% | +381.2% |
| All | +537.8% | +126.6% | +411.1% | +490.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling