+209.1%
ASTS vs PFGC
+155.8%
+53.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.1% | -15.3% | -15.2% |
| 7D | -29.9% | +12.5% | -42.3% | -31.7% |
| 30D | -52.2% | +17.0% | -69.1% | -53.8% |
| 3M | -55.8% | -2.1% | -53.8% | -55.9% |
| 6M | -52.7% | +25.9% | -78.6% | -55.3% |
| YTD | -58.4% | +22.0% | -80.4% | -60.4% |
| 1Y | -57.1% | +14.8% | -71.9% | -58.7% |
| 3Y | +629.5% | +80.8% | +548.6% | +547.5% |
| 5Y | +147.7% | +126.0% | +21.8% | +112.7% |
| All | +209.1% | +155.8% | +53.3% | +164.5% |
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