+537.8%
ASTS vs PFGC
+130.0%
+407.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +7.3% | -2.2% | +9.5% | +7.8% |
| 30D | -8.9% | -11.9% | +3.1% | -6.6% |
| 3M | -41.9% | +5.0% | -46.9% | -42.7% |
| 6M | -40.6% | +8.6% | -49.2% | -41.8% |
| YTD | -14.2% | +9.7% | -23.9% | -16.2% |
| 1Y | +48.9% | -6.3% | +55.1% | +49.5% |
| 3Y | +1,461.7% | +58.2% | +1,403.4% | +1,329.6% |
| 5Y | +404.1% | +110.4% | +293.7% | +343.1% |
| All | +537.8% | +130.0% | +407.8% | +460.1% |
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 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