+981.5%
PEP vs VSAT
+1,465.7%
-484.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +16.3% | -15.9% | -0.4% |
| 7D | +1.0% | +0.4% | +0.7% | +0.9% |
| 30D | +12.6% | +3.3% | +9.4% | +12.1% |
| 3M | +3.1% | -7.5% | +10.6% | +3.1% |
| 6M | -6.3% | +6.2% | -12.5% | -7.7% |
| YTD | +1.9% | +115.8% | -113.9% | -4.2% |
| 1Y | +3.3% | +107.7% | -104.4% | -2.9% |
| 3Y | -4.8% | +292.0% | -296.9% | -17.7% |
| 5Y | +2.0% | +35.3% | -33.2% | -7.8% |
| 10Y | +80.3% | -5.2% | +85.5% | +61.9% |
| All | +981.5% | +1,465.7% | -484.2% | +684.2% |
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