+821.1%
PM vs VSAT
+258.9%
+562.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +16.3% | -18.7% | -3.9% |
| 7D | -7.3% | +0.4% | -7.6% | -7.6% |
| 30D | -4.0% | +3.3% | -7.3% | -4.8% |
| 3M | +2.7% | -7.5% | +10.2% | +2.6% |
| 6M | +14.9% | +6.2% | +8.6% | +11.6% |
| YTD | +23.5% | +115.8% | -92.3% | +9.9% |
| 1Y | +30.4% | +107.7% | -77.3% | +15.9% |
| 3Y | +143.2% | +292.0% | -148.8% | +81.9% |
| 5Y | +159.5% | +35.3% | +124.2% | +117.8% |
| 10Y | +234.7% | -5.2% | +239.9% | +177.2% |
| All | +821.1% | +258.9% | +562.1% | +365.5% |
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