+274.8%
ASTS vs PEGA
-15.1%
+289.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +2.8% | -8.6% | +11.5% | +5.8% |
| 30D | -28.8% | -10.1% | -18.8% | -26.6% |
| 3M | -48.9% | -4.7% | -44.1% | -48.8% |
| 6M | -55.6% | -8.0% | -47.7% | -56.2% |
| YTD | -49.6% | -47.1% | -2.4% | -40.1% |
| 1Y | -46.1% | -47.5% | +1.4% | -35.2% |
| 3Y | +749.7% | +40.2% | +709.4% | +543.3% |
| 5Y | +193.2% | -45.7% | +238.9% | +198.9% |
| All | +274.8% | -15.1% | +289.9% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 10y: compounded portfolio wealth divided by compounded PEGA 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…
10y analysis · Full analysis span regression · 6 months rolling