+208.4%
PTC vs VSAT
+4.2%
+204.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.2% | -8.7% | -5.9% |
| 7D | -12.8% | +17.3% | -30.1% | -14.5% |
| 30D | -9.8% | -3.3% | -6.5% | -9.6% |
| 3M | -2.1% | +18.7% | -20.8% | -5.8% |
| 6M | -18.1% | +77.6% | -95.7% | -26.5% |
| YTD | -23.5% | +125.6% | -149.1% | -34.2% |
| 1Y | -37.4% | +158.3% | -195.7% | -47.7% |
| 3Y | -7.2% | +226.1% | -233.4% | -32.7% |
| 5Y | +2.7% | +54.7% | -52.0% | -19.1% |
| All | +208.4% | +4.2% | +204.2% | +142.4% |
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 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