+490.1%
PFE vs VSAT
+1,485.7%
-995.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.0% | -6.3% | -1.6% |
| 7D | +1.8% | +11.8% | -10.0% | +0.9% |
| 30D | +10.2% | -7.0% | +17.3% | +10.7% |
| 3M | +12.7% | +3.3% | +9.4% | +11.6% |
| 6M | +10.5% | +57.4% | -46.9% | +5.7% |
| YTD | +20.2% | +118.6% | -98.4% | +11.7% |
| 1Y | +24.1% | +150.2% | -126.2% | +13.6% |
| 3Y | -3.6% | +160.7% | -164.3% | -16.7% |
| 5Y | -20.9% | +51.2% | -72.0% | -30.7% |
| 10Y | +35.8% | -0.7% | +36.5% | +19.4% |
| All | +490.1% | +1,485.7% | -995.6% | +264.0% |
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