+1.6%
PG vs VSAT
+207.8%
-206.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.8% | -1.3% | +0.5% | -0.8% |
| 30D | +0.8% | -14.8% | +15.6% | +0.7% |
| 3M | -1.3% | +2.2% | -3.5% | -1.3% |
| 6M | -3.8% | +60.2% | -64.0% | -3.4% |
| YTD | +3.6% | +115.6% | -112.0% | +4.3% |
| 1Y | -5.7% | +132.9% | -138.6% | -5.1% |
| 3Y | +1.6% | +216.1% | -214.5% | +2.2% |
| All | +1.6% | +207.8% | -206.2% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 VSAT 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