+21.2%
PG vs ASTS
+793.2%
-772.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +14.1% | -12.3% | +2.0% |
| 7D | +2.9% | +1.5% | +1.4% | +3.0% |
| 30D | +12.0% | -27.6% | +39.7% | +11.6% |
| 3M | +16.2% | -48.7% | +64.9% | +15.3% |
| 6M | +16.6% | -50.8% | +67.4% | +16.0% |
| YTD | +20.9% | -49.2% | +70.1% | +20.6% |
| 1Y | +17.8% | -46.7% | +64.5% | +17.8% |
| 3Y | +21.2% | +793.2% | -772.0% | +24.8% |
| All | +21.2% | +793.2% | -772.0% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling