+277.6%
ASTS vs PEGA
-15.8%
+293.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -3.9% | +18.0% | +15.4% |
| 7D | +1.5% | -10.0% | +11.5% | +5.0% |
| 30D | -27.6% | -12.7% | -14.9% | -24.5% |
| 3M | -48.7% | -4.6% | -44.1% | -48.7% |
| 6M | -50.8% | -13.1% | -37.8% | -50.5% |
| YTD | -49.2% | -47.6% | -1.6% | -39.5% |
| 1Y | -46.7% | -47.0% | +0.3% | -36.2% |
| 3Y | +793.2% | +42.0% | +751.2% | +573.1% |
| 5Y | +195.6% | -47.8% | +243.4% | +204.8% |
| All | +277.6% | -15.8% | +293.4% | +298.3% |
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