+1,767.1%
PEG vs VSAT
+1,485.7%
+281.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.2% | -0.5% |
| 7D | +0.7% | +11.8% | -11.1% | -0.1% |
| 30D | -2.4% | -7.0% | +4.6% | -2.0% |
| 3M | -4.8% | +3.3% | -8.1% | -5.8% |
| 6M | -10.7% | +57.4% | -68.1% | -14.7% |
| YTD | -6.7% | +118.6% | -125.2% | -13.2% |
| 1Y | -6.8% | +150.2% | -157.1% | -14.8% |
| 3Y | +34.5% | +160.7% | -126.2% | +16.2% |
| 5Y | +35.8% | +51.2% | -15.4% | +19.1% |
| 10Y | +141.7% | -0.7% | +142.4% | +112.2% |
| All | +1,767.1% | +1,485.7% | +281.4% | +1,354.1% |
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