+6,305.5%
PCAR vs VSAT
+1,246.3%
+5,059.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +7.7% | -10.1% | -3.6% |
| 7D | +0.1% | -17.0% | +17.0% | +2.5% |
| 30D | -4.6% | -9.8% | +5.2% | -3.9% |
| 3M | -22.6% | -22.0% | -0.6% | -20.6% |
| 6M | -12.0% | -5.0% | -7.0% | -14.0% |
| YTD | -6.1% | +85.6% | -91.7% | -18.7% |
| 1Y | +6.3% | +80.2% | -73.9% | -8.0% |
| 3Y | +31.8% | +250.0% | -218.2% | -10.1% |
| 5Y | +104.2% | -4.6% | +108.7% | +63.9% |
| 10Y | +302.9% | -7.2% | +310.2% | +206.7% |
| All | +6,305.5% | +1,246.3% | +5,059.2% | +3,216.8% |
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