+315.0%
PBF vs VSAT
+78.0%
+237.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +1.6% |
| 7D | +6.5% | +5.9% | +0.6% | +4.6% |
| 30D | -20.0% | +9.7% | -29.7% | -22.5% |
| 3M | -3.3% | -18.3% | +15.0% | -0.5% |
| 6M | +76.8% | -4.1% | +80.9% | +68.9% |
| YTD | +168.9% | +96.5% | +72.4% | +102.5% |
| 1Y | +96.4% | +89.3% | +7.1% | +48.1% |
| 3Y | +77.2% | +270.1% | -192.9% | -14.8% |
| 5Y | +417.7% | +26.4% | +391.4% | +233.2% |
| 10Y | +264.7% | -16.5% | +281.3% | +150.2% |
| All | +315.0% | +78.0% | +237.0% | +143.0% |
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