+169.5%
PR vs VSAT
+3.7%
+165.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.6% |
| 7D | +2.9% | +11.8% | -8.9% | +0.4% |
| 30D | +18.0% | -7.0% | +25.1% | +19.5% |
| 3M | +16.9% | +3.3% | +13.6% | +12.9% |
| 6M | +28.2% | +57.4% | -29.2% | +9.8% |
| YTD | +69.3% | +118.6% | -49.2% | +32.1% |
| 1Y | +69.5% | +150.2% | -80.7% | +25.0% |
| 3Y | +81.7% | +160.7% | -79.0% | +11.8% |
| 5Y | +422.2% | +51.2% | +371.1% | +249.0% |
| 10Y | +110.4% | -0.7% | +111.0% | +72.7% |
| All | +169.5% | +3.7% | +165.8% | +121.7% |
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