+147.8%
PR vs VSAT
-18.3%
+166.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.1% | +6.2% | -2.6% |
| 7D | -16.5% | -23.9% | +7.3% | -11.7% |
| 30D | -4.5% | -20.2% | +15.6% | -0.6% |
| 3M | +8.5% | -26.7% | +35.3% | +14.5% |
| 6M | -3.3% | -9.4% | +6.1% | -6.0% |
| YTD | +55.7% | +72.3% | -16.6% | +26.5% |
| 1Y | +82.0% | +56.6% | +25.5% | +49.8% |
| 3Y | +62.5% | +199.9% | -137.4% | -8.4% |
| 5Y | +223.9% | -11.4% | +235.3% | +161.1% |
| 10Y | +64.2% | -13.9% | +78.1% | +40.8% |
| All | +147.8% | -18.3% | +166.1% | +112.3% |
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