+763.1%
PM vs VSAT
+263.5%
+499.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -7.0% | -2.4% |
| 7D | -4.9% | +11.8% | -16.7% | -5.9% |
| 30D | -3.4% | -7.0% | +3.7% | -2.9% |
| 3M | +5.2% | +3.3% | +1.9% | +3.5% |
| 6M | +3.7% | +57.4% | -53.7% | -3.2% |
| YTD | +15.8% | +118.6% | -102.8% | +3.6% |
| 1Y | +17.4% | +150.2% | -132.9% | +2.3% |
| 3Y | +116.9% | +160.7% | -43.8% | +73.8% |
| 5Y | +117.3% | +51.2% | +66.1% | +78.7% |
| 10Y | +193.8% | -0.7% | +194.4% | +142.5% |
| All | +763.1% | +263.5% | +499.6% | +338.8% |
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 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