-14.9%
PEP vs VSAT
+199.8%
-214.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.9% | +5.7% | -1.3% |
| 7D | -1.7% | +3.5% | -5.2% | -1.7% |
| 30D | +0.3% | -14.7% | +15.0% | +0.3% |
| 3M | -3.2% | +13.2% | -16.4% | -3.3% |
| 6M | -13.6% | +57.4% | -70.9% | -13.9% |
| YTD | -1.9% | +110.0% | -111.8% | -2.4% |
| 1Y | -0.6% | +134.4% | -135.0% | -1.3% |
| All | -14.9% | +199.8% | -214.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling