+48.8%
PFE vs VSAT
-16.2%
+65.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.5% |
| 7D | -1.7% | +5.9% | -7.6% | -2.1% |
| 30D | +0.3% | +9.7% | -9.4% | -0.4% |
| 3M | +9.4% | -18.3% | +27.7% | +10.1% |
| 6M | +14.9% | -4.1% | +18.9% | +13.8% |
| YTD | +23.8% | +96.5% | -72.7% | +16.9% |
| 1Y | +19.5% | +89.3% | -69.7% | +12.9% |
| 3Y | +21.0% | +270.1% | -249.0% | +4.2% |
| 5Y | -23.9% | +26.4% | -50.2% | -30.0% |
| All | +48.8% | -16.2% | +65.0% | +36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling