+111.0%
PBF vs VSAT
+85.9%
+25.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -11.2% | +4.6% | -6.7% |
| 7D | -0.9% | -14.7% | +13.8% | -1.0% |
| 30D | -13.7% | -4.3% | -9.4% | -13.6% |
| 3M | +10.6% | -22.5% | +33.1% | +10.7% |
| 6M | +61.2% | +4.7% | +56.5% | +61.8% |
| YTD | +172.7% | +93.8% | +78.9% | +161.3% |
| 1Y | +111.0% | +79.8% | +31.2% | +104.6% |
| All | +111.0% | +85.9% | +25.1% | +104.6% |
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