+211.8%
PM vs VSAT
-3.0%
+214.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.9% | +7.5% | +1.0% |
| 7D | -1.2% | +3.5% | -4.7% | -1.4% |
| 30D | -0.2% | -14.7% | +14.5% | +0.7% |
| 3M | +4.9% | +13.2% | -8.3% | +3.2% |
| 6M | +9.0% | +57.4% | -48.3% | +4.2% |
| YTD | +17.8% | +110.0% | -92.2% | +9.7% |
| 1Y | +16.8% | +134.4% | -117.6% | +7.2% |
| 3Y | +125.4% | +203.5% | -78.1% | +91.8% |
| 5Y | +128.7% | +47.1% | +81.6% | +103.8% |
| 10Y | +211.8% | +0.4% | +211.5% | +167.3% |
| All | +211.8% | -3.0% | +214.9% | +167.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling