-20.8%
PNR vs VSAT
+50.0%
-70.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.6% |
| 7D | -5.5% | +3.4% | -8.9% | -5.9% |
| 30D | -15.6% | -12.2% | -3.3% | -14.5% |
| 3M | -20.2% | +20.6% | -40.8% | -22.9% |
| 6M | -36.6% | +60.2% | -96.8% | -41.3% |
| YTD | -45.0% | +115.3% | -160.2% | -51.1% |
| 1Y | -47.4% | +154.6% | -202.0% | -54.6% |
| 3Y | -13.7% | +211.2% | -224.9% | -32.8% |
| 5Y | -20.8% | +52.7% | -73.5% | -39.7% |
| All | -20.8% | +50.0% | -70.8% | -39.7% |
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