+920.5%
PNR vs VSAT
+1,536.8%
-616.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.9% | -3.1% |
| 7D | -3.0% | +17.3% | -20.3% | -5.5% |
| 30D | -14.9% | -3.3% | -11.6% | -14.7% |
| 3M | -19.0% | +18.7% | -37.8% | -22.7% |
| 6M | -35.9% | +77.6% | -113.5% | -43.4% |
| YTD | -43.1% | +125.6% | -168.8% | -52.1% |
| 1Y | -46.4% | +158.3% | -204.7% | -56.4% |
| 3Y | -10.8% | +226.1% | -237.0% | -38.0% |
| 5Y | -18.9% | +54.7% | -73.5% | -39.3% |
| 10Y | +64.4% | +3.5% | +60.9% | +26.0% |
| All | +920.5% | +1,536.8% | -616.4% | +406.7% |
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 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