+425.9%
ASTS vs PGR
+155.8%
+270.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.6% |
| 7D | 0.0% | -2.7% | +2.7% | 0.0% |
| 30D | -9.2% | +0.7% | -9.9% | -9.2% |
| 3M | -29.6% | +7.7% | -37.4% | -29.9% |
| 6M | -30.5% | +4.3% | -34.8% | -30.7% |
| YTD | -14.1% | +0.7% | -14.8% | -14.1% |
| 1Y | +69.1% | -5.7% | +74.8% | +69.5% |
| 3Y | +1,525.5% | +73.7% | +1,451.9% | +1,295.4% |
| 5Y | +425.9% | +158.4% | +267.5% | +351.0% |
| All | +425.9% | +155.8% | +270.1% | +351.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling