+253.1%
ASTS vs PFG
+173.0%
+80.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.2% |
| 7D | +14.2% | +0.1% | +14.1% | +14.3% |
| 30D | -26.7% | +5.0% | -31.6% | -28.0% |
| 3M | -53.6% | +0.1% | -53.6% | -53.7% |
| 6M | -52.7% | +13.8% | -66.5% | -55.5% |
| YTD | -52.5% | +31.2% | -83.7% | -57.9% |
| 1Y | -46.5% | +37.1% | -83.6% | -53.3% |
| 3Y | +700.5% | +80.6% | +619.9% | +535.6% |
| 5Y | +168.5% | +93.7% | +74.8% | +115.7% |
| All | +253.1% | +173.0% | +80.2% | +176.3% |
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