-6.8%
PEG vs VSAT
+155.3%
-162.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.3% |
| 7D | +0.7% | +11.8% | -11.1% | +0.4% |
| 30D | -2.4% | -7.0% | +4.6% | -2.3% |
| 3M | -4.8% | +3.3% | -8.1% | -5.0% |
| 6M | -10.7% | +57.4% | -68.1% | -12.9% |
| YTD | -6.7% | +118.6% | -125.2% | -9.9% |
| 1Y | -6.8% | +150.2% | -157.1% | -10.3% |
| All | -6.8% | +155.3% | -162.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling