+17.0%
PG vs ASTS
-47.5%
+64.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.1% | +7.4% | +3.1% |
| 7D | +5.7% | -15.8% | +21.5% | +5.3% |
| 30D | +15.4% | -39.0% | +54.5% | +14.2% |
| 3M | +13.8% | -49.3% | +63.1% | +12.2% |
| 6M | +18.3% | -47.9% | +66.3% | +17.6% |
| YTD | +20.1% | -51.0% | +71.1% | +21.2% |
| 1Y | +17.0% | -49.2% | +66.1% | +18.7% |
| All | +17.0% | -47.5% | +64.5% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling