+519.7%
PFE vs VSAT
+1,481.4%
-961.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | -3.0% | +12.5% | -15.4% | -3.9% |
| 30D | +5.2% | +11.0% | -5.8% | +4.1% |
| 3M | +12.2% | -11.1% | +23.4% | +12.5% |
| 6M | +17.8% | +2.8% | +15.0% | +15.9% |
| YTD | +26.2% | +118.0% | -91.8% | +16.7% |
| 1Y | +23.2% | +97.1% | -73.9% | +14.5% |
| 3Y | +21.3% | +296.8% | -275.5% | +1.2% |
| 5Y | -23.1% | +38.7% | -61.8% | -32.4% |
| 10Y | +50.7% | -7.4% | +58.1% | +32.5% |
| All | +519.7% | +1,481.4% | -961.7% | +280.5% |
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