+1,812.2%
PEG vs VSAT
+1,399.8%
+412.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +1.0% |
| 7D | +2.3% | +20.0% | -17.6% | +1.0% |
| 30D | +6.1% | +6.5% | -0.3% | +5.3% |
| 3M | -0.5% | -18.3% | +17.8% | +0.4% |
| 6M | -3.2% | +0.4% | -3.5% | -4.5% |
| YTD | -4.4% | +106.7% | -111.2% | -11.2% |
| 1Y | -7.4% | +89.9% | -97.3% | -13.6% |
| 3Y | +33.9% | +276.3% | -242.4% | +12.2% |
| 5Y | +42.3% | +32.9% | +9.4% | +25.8% |
| 10Y | +166.4% | -12.2% | +178.6% | +134.8% |
| All | +1,812.2% | +1,399.8% | +412.5% | +1,388.4% |
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