+274.8%
ASTS vs PFG
+177.1%
+97.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.1% | +9.8% | +9.2% |
| 7D | +2.8% | -2.2% | +5.0% | +4.0% |
| 30D | -28.8% | +6.4% | -35.2% | -30.5% |
| 3M | -48.9% | +2.2% | -51.1% | -49.5% |
| 6M | -55.6% | +16.3% | -71.9% | -58.6% |
| YTD | -49.6% | +33.2% | -82.8% | -55.6% |
| 1Y | -46.1% | +40.6% | -86.7% | -53.4% |
| 3Y | +749.7% | +83.3% | +666.3% | +570.2% |
| 5Y | +193.2% | +97.7% | +95.5% | +133.9% |
| All | +274.8% | +177.1% | +97.7% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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