-20.6%
PFE vs ASTS
+138.7%
-159.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -15.2% | +12.3% | -2.7% |
| 7D | -0.2% | -29.9% | +29.6% | +0.4% |
| 30D | +8.7% | -52.2% | +60.8% | +10.0% |
| 3M | +15.8% | -55.8% | +71.6% | +17.3% |
| 6M | +16.8% | -52.7% | +69.6% | +17.8% |
| YTD | +26.2% | -58.4% | +84.6% | +26.9% |
| 1Y | +29.9% | -57.1% | +87.0% | +30.2% |
| 3Y | +15.9% | +629.5% | -613.5% | +6.5% |
| 5Y | -20.6% | +147.7% | -168.4% | -25.7% |
| All | -20.6% | +138.7% | -159.3% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling