+79.1%
PEP vs VSAT
-3.0%
+82.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.7% | -1.0% |
| 7D | -1.7% | +3.5% | -5.2% | -1.8% |
| 30D | +0.3% | -14.7% | +15.0% | +0.9% |
| 3M | -3.2% | +13.2% | -16.4% | -4.3% |
| 6M | -13.6% | +57.4% | -70.9% | -16.1% |
| YTD | -1.9% | +110.0% | -111.8% | -6.4% |
| 1Y | -0.6% | +134.4% | -135.0% | -6.2% |
| 3Y | -13.6% | +203.5% | -217.1% | -22.5% |
| 5Y | +3.2% | +47.1% | -43.9% | -4.5% |
| 10Y | +79.1% | +0.4% | +78.7% | +58.7% |
| All | +79.1% | -3.0% | +82.1% | +58.7% |
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