+14.5%
PG vs ASTS
+455.6%
-441.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.1% | -6.7% | -0.6% |
| 7D | -0.4% | +18.5% | -18.9% | -0.3% |
| 30D | -0.1% | -8.1% | +7.9% | -0.2% |
| 3M | +1.1% | -28.2% | +29.3% | +1.0% |
| 6M | -3.8% | -26.1% | +22.3% | -3.8% |
| YTD | +3.8% | -9.0% | +12.8% | +4.0% |
| 1Y | -5.8% | +62.2% | -67.9% | -5.6% |
| 3Y | +3.0% | +1,621.9% | -1,618.9% | +1.3% |
| 5Y | +14.5% | +457.0% | -442.6% | +12.7% |
| All | +14.5% | +455.6% | -441.2% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling