+7,732.6%
PCAR vs VSAT
+1,485.7%
+6,246.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.0% | -4.9% | -0.6% |
| 7D | -0.5% | +11.8% | -12.3% | -2.2% |
| 30D | -6.2% | -7.0% | +0.8% | -5.4% |
| 3M | +5.9% | +3.3% | +2.6% | +3.6% |
| 6M | +0.4% | +57.4% | -57.0% | -9.0% |
| YTD | +14.8% | +118.6% | -103.7% | -2.0% |
| 1Y | +30.1% | +150.2% | -120.1% | +7.4% |
| 3Y | +66.7% | +160.7% | -94.1% | +20.5% |
| 5Y | +166.1% | +51.2% | +114.9% | +99.0% |
| 10Y | +353.7% | -0.7% | +354.3% | +246.2% |
| All | +7,732.6% | +1,485.7% | +6,246.9% | +3,899.7% |
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