+330.8%
PBF vs VSAT
+98.0%
+232.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.0% | -6.3% | -2.5% |
| 7D | +4.3% | +11.8% | -7.5% | +1.4% |
| 30D | +22.0% | -7.0% | +29.0% | +23.7% |
| 3M | +74.5% | +3.3% | +71.2% | +68.1% |
| 6M | +67.7% | +57.4% | +10.2% | +40.0% |
| YTD | +179.2% | +118.6% | +60.6% | +108.4% |
| 1Y | +170.0% | +150.2% | +19.8% | +90.4% |
| 3Y | +66.4% | +160.7% | -94.3% | -6.3% |
| 5Y | +764.5% | +51.2% | +713.3% | +415.2% |
| 10Y | +358.5% | -0.7% | +359.2% | +205.4% |
| All | +330.8% | +98.0% | +232.8% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling