+91.3%
PEP vs VSAT
-11.9%
+103.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -1.0% |
| 7D | -0.3% | +20.0% | -20.3% | -1.0% |
| 30D | +11.8% | +6.5% | +5.3% | +11.3% |
| 3M | +3.7% | -18.3% | +22.0% | +4.1% |
| 6M | -4.3% | +0.4% | -4.7% | -5.2% |
| YTD | +2.1% | +106.7% | -104.6% | -2.8% |
| 1Y | +2.5% | +89.9% | -87.4% | -2.2% |
| 3Y | -5.0% | +276.3% | -281.4% | -16.6% |
| 5Y | +2.9% | +32.9% | -30.1% | -3.3% |
| All | +91.3% | -11.9% | +103.1% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling