+56.0%
PBF vs VSAT
+219.7%
-163.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | 0.0% | +3.0% |
| 7D | +2.4% | +17.3% | -14.9% | +1.3% |
| 30D | +24.9% | -3.3% | +28.1% | +25.0% |
| 3M | +81.9% | +18.7% | +63.1% | +78.4% |
| 6M | +79.4% | +77.6% | +1.8% | +68.8% |
| YTD | +188.3% | +125.6% | +62.7% | +163.6% |
| 1Y | +177.3% | +158.3% | +18.9% | +149.4% |
| 3Y | +56.0% | +226.1% | -170.1% | +26.2% |
| All | +56.0% | +219.7% | -163.7% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling