+801.9%
PBF vs VSAT
+45.0%
+757.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.9% | +6.6% | +0.3% |
| 7D | +1.4% | +3.5% | -2.1% | +1.0% |
| 30D | +15.8% | -14.7% | +30.5% | +17.4% |
| 3M | +90.3% | +13.2% | +77.1% | +86.2% |
| 6M | +102.8% | +57.4% | +45.4% | +89.5% |
| YTD | +187.3% | +110.0% | +77.3% | +157.3% |
| 1Y | +161.8% | +134.4% | +27.4% | +130.2% |
| 3Y | +55.5% | +203.5% | -148.1% | +23.8% |
| 5Y | +801.9% | +47.1% | +754.8% | +562.5% |
| All | +801.9% | +45.0% | +757.0% | +562.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling