+230.9%
ASTS vs PEGA
-12.4%
+243.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.5% | +10.5% | +8.2% |
| 7D | -21.1% | -4.5% | -16.6% | -19.9% |
| 30D | -46.7% | -5.7% | -41.0% | -45.8% |
| 3M | -52.0% | +2.7% | -54.7% | -53.1% |
| 6M | -54.3% | -10.5% | -43.7% | -54.3% |
| YTD | -55.5% | -45.4% | -10.0% | -47.5% |
| 1Y | -50.5% | -44.7% | -5.7% | -41.4% |
| 3Y | +706.2% | +45.7% | +660.6% | +503.7% |
| 5Y | +165.2% | -45.3% | +210.5% | +169.8% |
| All | +230.9% | -12.4% | +243.3% | +245.1% |
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