-7.9%
PG vs ASTS
+57.7%
-65.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -2.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -2.6% | -9.2% | +6.6% | -2.8% |
| 3M | -3.3% | -29.6% | +26.3% | -3.9% |
| 6M | -6.7% | -30.5% | +23.7% | -6.9% |
| YTD | +1.7% | -14.1% | +15.8% | +3.5% |
| 1Y | -7.9% | +69.1% | -77.0% | -2.3% |
| All | -7.9% | +57.7% | -65.6% | -2.3% |
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