+341.8%
PBF vs VSAT
+3.3%
+338.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +5.3% | -1.3% | +6.7% | +5.6% |
| 30D | +11.7% | -14.8% | +26.5% | +15.6% |
| 3M | +91.1% | +2.2% | +88.9% | +85.9% |
| 6M | +88.4% | +60.2% | +28.2% | +56.9% |
| YTD | +194.1% | +115.6% | +78.4% | +120.2% |
| 1Y | +180.4% | +132.9% | +47.5% | +101.7% |
| 3Y | +59.3% | +216.1% | -156.8% | -17.6% |
| 5Y | +816.3% | +52.9% | +763.3% | +436.7% |
| All | +341.8% | +3.3% | +338.5% | +193.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling