+170.0%
PBF vs VSAT
+155.3%
+14.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -1.5% |
| 7D | +4.3% | +11.8% | -7.5% | +3.9% |
| 30D | +22.0% | -7.0% | +29.0% | +22.2% |
| 3M | +74.5% | +3.3% | +71.2% | +73.3% |
| 6M | +67.7% | +57.4% | +10.2% | +62.7% |
| YTD | +179.2% | +118.6% | +60.6% | +151.2% |
| 1Y | +170.0% | +150.2% | +19.8% | +135.0% |
| All | +170.0% | +155.3% | +14.7% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 1y: compounded portfolio wealth divided by compounded VSAT 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…
1y analysis · Full analysis span regression · 6 months rolling