+13.8%
PFE vs ASTS
+230.9%
-217.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.1% | -8.7% | -1.7% |
| 7D | -3.7% | -21.1% | +17.4% | -3.5% |
| 30D | +5.0% | -46.7% | +51.7% | +5.7% |
| 3M | +12.2% | -52.0% | +64.2% | +13.1% |
| 6M | +14.6% | -54.3% | +68.8% | +15.3% |
| YTD | +24.1% | -55.5% | +79.6% | +24.5% |
| 1Y | +26.6% | -50.5% | +77.0% | +26.6% |
| 3Y | +14.3% | +706.2% | -691.9% | +9.0% |
| 5Y | -21.9% | +165.2% | -187.1% | -26.2% |
| All | +13.8% | +230.9% | -217.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling