+1,632.9%
PBR vs VSAT
+275.3%
+1,357.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.2% | +0.3% | +2.9% |
| 7D | +2.5% | +17.3% | -14.8% | -0.8% |
| 30D | +19.4% | -3.3% | +22.7% | +19.8% |
| 3M | +20.8% | +18.7% | +2.1% | +13.9% |
| 6M | +23.5% | +77.6% | -54.1% | +5.1% |
| YTD | +83.4% | +125.6% | -42.2% | +46.4% |
| 1Y | +77.6% | +158.3% | -80.8% | +35.1% |
| 3Y | +99.9% | +226.1% | -126.3% | +21.6% |
| 5Y | +567.7% | +54.7% | +513.1% | +342.1% |
| 10Y | +621.5% | +3.5% | +618.0% | +405.4% |
| All | +1,632.9% | +275.3% | +1,357.6% | +753.4% |
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