+15.7%
PFE vs ASTS
+274.8%
-259.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | +0.2% |
| 7D | -3.0% | +2.8% | -5.8% | -3.0% |
| 30D | +5.2% | -28.8% | +34.0% | +5.6% |
| 3M | +12.2% | -48.9% | +61.1% | +13.0% |
| 6M | +17.8% | -55.6% | +73.4% | +18.6% |
| YTD | +26.2% | -49.6% | +75.8% | +26.4% |
| 1Y | +23.2% | -46.1% | +69.2% | +23.0% |
| 3Y | +21.3% | +749.7% | -728.4% | +15.5% |
| 5Y | -23.1% | +193.2% | -216.3% | -27.5% |
| All | +15.7% | +274.8% | -259.1% | +10.7% |
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