+230.9%
ASTS vs PFGC
+150.7%
+80.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.0% | +7.4% |
| 7D | -21.1% | +8.5% | -29.6% | -22.7% |
| 30D | -46.7% | +15.0% | -61.7% | -48.4% |
| 3M | -52.0% | -6.2% | -45.8% | -51.7% |
| 6M | -54.3% | +15.7% | -70.0% | -56.0% |
| YTD | -55.5% | +19.6% | -75.0% | -57.5% |
| 1Y | -50.5% | +13.2% | -63.7% | -52.3% |
| 3Y | +706.2% | +77.0% | +629.3% | +618.4% |
| 5Y | +165.2% | +121.5% | +43.8% | +128.5% |
| All | +230.9% | +150.7% | +80.2% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling