+264.6%
ASTS vs PCG
+113.2%
+151.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.2% |
| 7D | -15.8% | +1.9% | -17.7% | -16.0% |
| 30D | -39.0% | +8.5% | -47.6% | -39.8% |
| 3M | -49.3% | -22.9% | -26.4% | -47.8% |
| 6M | -47.9% | -16.8% | -31.2% | -47.2% |
| YTD | -51.0% | -15.8% | -35.2% | -50.3% |
| 1Y | -49.2% | -16.0% | -33.2% | -48.6% |
| 3Y | +760.4% | -18.9% | +779.3% | +775.9% |
| 5Y | +185.6% | +17.4% | +168.2% | +178.1% |
| All | +264.6% | +113.2% | +151.3% | +240.3% |
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 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