+16.2%
PG vs ASTS
-46.0%
+62.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.4% |
| 7D | +0.2% | +2.8% | -2.6% | +0.4% |
| 30D | +10.2% | -28.8% | +39.0% | +9.4% |
| 3M | +16.2% | -48.9% | +65.1% | +14.7% |
| 6M | +18.6% | -55.6% | +74.2% | +17.4% |
| YTD | +20.4% | -49.6% | +70.0% | +21.7% |
| 1Y | +16.2% | -46.1% | +62.2% | +18.0% |
| All | +16.2% | -46.0% | +62.2% | +18.0% |
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