+117.4%
PM vs VSAT
+51.9%
+65.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.1% |
| 7D | -4.9% | +11.8% | -16.7% | -5.1% |
| 30D | -3.4% | -7.0% | +3.7% | -3.3% |
| 3M | +5.2% | +3.3% | +1.9% | +4.8% |
| 6M | +3.7% | +57.4% | -53.7% | +1.9% |
| YTD | +15.8% | +118.6% | -102.8% | +12.6% |
| 1Y | +17.4% | +150.2% | -132.9% | +13.4% |
| 3Y | +116.9% | +160.7% | -43.8% | +106.4% |
| All | +117.4% | +51.9% | +65.5% | +104.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling