+1,049.8%
PG vs VSAT
+1,423.4%
-373.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | -1.8% |
| 7D | -3.4% | +3.5% | -6.9% | -3.5% |
| 30D | -2.6% | -14.7% | +12.1% | -2.1% |
| 3M | -3.3% | +13.2% | -16.5% | -4.1% |
| 6M | -6.7% | +57.4% | -64.1% | -8.8% |
| YTD | +1.7% | +110.0% | -108.2% | -1.8% |
| 1Y | -7.9% | +134.4% | -142.3% | -11.8% |
| 3Y | +0.9% | +203.5% | -202.6% | -6.9% |
| 5Y | +12.6% | +47.1% | -34.5% | +5.4% |
| 10Y | +117.2% | +0.4% | +116.8% | +102.8% |
| All | +1,049.8% | +1,423.4% | -373.5% | +850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling