+949.1%
PEP vs VSAT
+1,485.7%
-536.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -0.9% |
| 7D | -1.4% | +11.8% | -13.2% | -2.0% |
| 30D | +0.2% | -7.0% | +7.3% | +0.5% |
| 3M | -1.1% | +3.3% | -4.4% | -2.0% |
| 6M | -13.5% | +57.4% | -70.9% | -16.5% |
| YTD | -1.2% | +118.6% | -119.8% | -6.8% |
| 1Y | -1.6% | +150.2% | -151.8% | -8.3% |
| 3Y | -12.5% | +160.7% | -173.2% | -22.2% |
| 5Y | +3.0% | +51.2% | -48.2% | -7.4% |
| 10Y | +73.9% | -0.7% | +74.6% | +56.3% |
| All | +949.1% | +1,485.7% | -536.6% | +663.2% |
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