+994.7%
PEP vs VSAT
+1,476.0%
-481.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.2% |
| 7D | +4.6% | -0.5% | +5.1% | +4.5% |
| 30D | +14.0% | +4.0% | +10.0% | +13.4% |
| 3M | +5.4% | -11.8% | +17.1% | +5.6% |
| 6M | -5.1% | +6.9% | -12.1% | -6.6% |
| YTD | +3.1% | +117.2% | -114.1% | -3.1% |
| 1Y | +4.8% | +102.4% | -97.7% | -1.3% |
| 3Y | -4.1% | +295.5% | -299.6% | -17.1% |
| 5Y | +3.0% | +37.0% | -34.1% | -7.0% |
| 10Y | +89.6% | -6.0% | +95.6% | +70.3% |
| All | +994.7% | +1,476.0% | -481.3% | +693.5% |
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 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