+174.0%
ASTS vs PFGC
+121.6%
+52.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +8.2% |
| 7D | -21.1% | +8.5% | -29.6% | -25.8% |
| 30D | -46.7% | +15.0% | -61.7% | -51.8% |
| 3M | -52.0% | -6.2% | -45.8% | -51.0% |
| 6M | -54.3% | +15.7% | -70.0% | -59.8% |
| YTD | -55.5% | +19.6% | -75.0% | -62.0% |
| 1Y | -50.5% | +13.2% | -63.7% | -56.4% |
| 3Y | +706.2% | +77.0% | +629.3% | +413.0% |
| All | +174.0% | +121.6% | +52.4% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 5y: compounded portfolio wealth divided by compounded PFGC 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…
5y analysis · Full analysis span regression · 6 months rolling