+233.7%
ASTS vs PFG
+174.4%
+59.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.5% | -6.0% | -5.7% |
| 7D | +0.8% | +2.4% | -1.5% | 0.0% |
| 30D | -22.6% | +5.9% | -28.5% | -24.3% |
| 3M | -54.4% | -0.4% | -54.0% | -54.4% |
| 6M | -56.4% | +14.8% | -71.3% | -59.1% |
| YTD | -55.1% | +31.9% | -87.0% | -60.3% |
| 1Y | -46.9% | +38.8% | -85.8% | -53.9% |
| 3Y | +715.0% | +82.4% | +632.6% | +544.6% |
| 5Y | +153.7% | +94.7% | +59.0% | +103.4% |
| All | +233.7% | +174.4% | +59.3% | +160.5% |
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