+1,226.9%
PPL vs VSAT
+1,150.1%
+76.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.1% | +11.9% | +1.6% |
| 7D | +1.0% | -23.9% | +24.9% | +3.0% |
| 30D | +6.8% | -20.2% | +27.0% | +8.2% |
| 3M | +3.9% | -26.7% | +30.6% | +5.7% |
| 6M | -2.0% | -9.4% | +7.4% | -2.8% |
| YTD | +5.3% | +72.3% | -67.0% | -1.6% |
| 1Y | +2.2% | +56.6% | -54.4% | -4.1% |
| 3Y | +56.7% | +199.9% | -143.2% | +30.9% |
| 5Y | +49.1% | -11.4% | +60.4% | +34.4% |
| 10Y | +63.6% | -13.9% | +77.5% | +42.8% |
| All | +1,226.9% | +1,150.1% | +76.8% | +877.5% |
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