+35.6%
PEG vs VSAT
+45.0%
-9.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.6% | -1.0% |
| 7D | -0.1% | +3.5% | -3.6% | -0.2% |
| 30D | -1.7% | -14.7% | +13.0% | -1.1% |
| 3M | -6.8% | +13.2% | -19.9% | -7.8% |
| 6M | -11.4% | +57.4% | -68.7% | -13.9% |
| YTD | -7.2% | +110.0% | -117.2% | -11.4% |
| 1Y | -6.1% | +134.4% | -140.5% | -11.1% |
| 3Y | +31.8% | +203.5% | -171.8% | +19.1% |
| 5Y | +35.6% | +47.1% | -11.5% | +29.8% |
| All | +35.6% | +45.0% | -9.3% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling