+221.7%
PR vs VSAT
-0.1%
+221.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +0.9% |
| 7D | -16.4% | -17.0% | +0.6% | -14.5% |
| 30D | -1.9% | -9.8% | +7.9% | -1.0% |
| 3M | +8.0% | -22.0% | +30.0% | +10.7% |
| 6M | +4.1% | -5.0% | +9.1% | +2.0% |
| YTD | +58.7% | +85.6% | -26.9% | +38.3% |
| 1Y | +75.8% | +80.2% | -4.4% | +53.1% |
| 3Y | +73.2% | +250.0% | -176.9% | +18.3% |
| All | +221.7% | -0.1% | +221.8% | +238.4% |
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