+304.1%
PBF vs VSAT
+97.4%
+206.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.7% |
| 7D | -4.0% | +12.5% | -16.4% | -7.0% |
| 30D | -18.0% | +11.0% | -29.0% | -20.8% |
| 3M | +0.9% | -11.1% | +12.0% | +1.9% |
| 6M | +65.7% | +2.8% | +62.9% | +56.0% |
| YTD | +161.9% | +118.0% | +43.9% | +92.6% |
| 1Y | +77.8% | +97.1% | -19.3% | +33.4% |
| 3Y | +74.9% | +296.8% | -221.9% | -16.8% |
| 5Y | +423.4% | +38.7% | +384.7% | +230.9% |
| 10Y | +255.2% | -7.4% | +262.6% | +138.0% |
| All | +304.1% | +97.4% | +206.7% | +131.1% |
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