+315.2%
PTC vs VSAT
-5.5%
+320.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +16.3% | -15.9% | -1.4% |
| 7D | +0.8% | +0.4% | +0.5% | +0.4% |
| 30D | +0.7% | +3.3% | -2.5% | -0.2% |
| 3M | +32.6% | -7.5% | +40.1% | +32.4% |
| 6M | +33.6% | +6.2% | +27.3% | +28.6% |
| YTD | +12.4% | +115.8% | -103.4% | -3.6% |
| 1Y | +11.2% | +107.7% | -96.5% | -4.5% |
| 3Y | +31.7% | +292.0% | -260.4% | -8.4% |
| 5Y | +60.1% | +35.3% | +24.8% | +30.5% |
| All | +315.2% | -5.5% | +320.7% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling