+513.2%
ASTS vs PGR
+275.2%
+238.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -3.6% | -3.4% | -0.1% | -3.6% |
| 30D | -16.4% | +1.8% | -18.2% | -16.4% |
| 3M | -31.4% | +5.9% | -37.3% | -31.6% |
| 6M | -31.6% | +4.6% | -36.1% | -31.8% |
| YTD | -17.5% | +1.1% | -18.6% | -17.6% |
| 1Y | +59.4% | -6.6% | +66.0% | +59.8% |
| 3Y | +1,460.2% | +74.2% | +1,385.9% | +1,329.4% |
| 5Y | +413.4% | +159.5% | +253.9% | +357.6% |
| All | +513.2% | +275.2% | +238.0% | +444.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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