+230.9%
ASTS vs PFG
+168.0%
+62.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +7.8% |
| 7D | -21.1% | -0.6% | -20.4% | -20.9% |
| 30D | -46.7% | +2.0% | -48.7% | -47.1% |
| 3M | -52.0% | -3.2% | -48.8% | -51.5% |
| 6M | -54.3% | +10.9% | -65.2% | -56.5% |
| YTD | -55.5% | +28.8% | -84.3% | -60.3% |
| 1Y | -50.5% | +39.2% | -89.6% | -57.0% |
| 3Y | +706.2% | +75.0% | +631.2% | +547.0% |
| 5Y | +165.2% | +91.9% | +73.3% | +114.3% |
| All | +230.9% | +168.0% | +62.9% | +160.6% |
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