+843.8%
PM vs VSAT
+208.6%
+635.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.5% | -2.5% |
| 7D | -5.2% | -17.0% | +11.7% | -3.7% |
| 30D | +2.7% | -9.8% | +12.5% | +3.2% |
| 3M | +6.1% | -22.0% | +28.1% | +7.9% |
| 6M | +18.0% | -5.0% | +23.0% | +15.9% |
| YTD | +26.6% | +85.6% | -59.0% | +14.4% |
| 1Y | +36.7% | +80.2% | -43.5% | +23.4% |
| 3Y | +146.0% | +250.0% | -104.0% | +85.6% |
| 5Y | +164.1% | -4.6% | +168.6% | +133.9% |
| 10Y | +238.8% | -7.2% | +246.0% | +176.6% |
| All | +843.8% | +208.6% | +635.1% | +384.5% |
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