+311.9%
PTC vs VSAT
-16.2%
+328.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +0.4% |
| 7D | +0.5% | +5.9% | -5.4% | -0.3% |
| 30D | +1.2% | +9.7% | -8.5% | -0.4% |
| 3M | +27.4% | -18.3% | +45.7% | +29.0% |
| 6M | +39.2% | -4.1% | +43.2% | +35.5% |
| YTD | +12.5% | +96.5% | -84.0% | -2.5% |
| 1Y | +12.3% | +89.3% | -77.0% | -2.6% |
| 3Y | +28.8% | +270.1% | -241.2% | -10.1% |
| 5Y | +60.9% | +26.4% | +34.5% | +31.6% |
| All | +311.9% | -16.2% | +328.1% | +224.9% |
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