-12.5%
PEP vs VSAT
+219.7%
-232.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | +0.6% |
| 7D | +0.1% | +17.3% | -17.2% | +0.2% |
| 30D | +0.7% | -3.3% | +3.9% | +0.6% |
| 3M | -0.5% | +18.7% | -19.3% | -0.6% |
| 6M | -11.3% | +77.6% | -88.9% | -11.6% |
| YTD | -0.6% | +125.6% | -126.2% | -1.1% |
| 1Y | +1.7% | +158.3% | -156.6% | +1.0% |
| 3Y | -12.5% | +226.1% | -238.6% | -10.5% |
| All | -12.5% | +219.7% | -232.2% | -10.5% |
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