+244.8%
ASTS vs PFG
+180.3%
+64.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.5% | -9.2% | -8.9% |
| 7D | -9.3% | +3.0% | -12.3% | -10.2% |
| 30D | -33.9% | +8.2% | -42.1% | -35.9% |
| 3M | -51.0% | +2.7% | -53.7% | -51.6% |
| 6M | -55.1% | +17.2% | -72.3% | -58.3% |
| YTD | -53.6% | +34.8% | -88.4% | -59.3% |
| 1Y | -51.0% | +43.6% | -94.5% | -58.0% |
| 3Y | +681.7% | +85.4% | +596.2% | +513.9% |
| 5Y | +182.4% | +102.2% | +80.2% | +124.2% |
| All | +244.8% | +180.3% | +64.6% | +166.9% |
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