+186.9%
PTC vs VSAT
+1,465.7%
-1,278.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +16.3% | -15.9% | -3.1% |
| 7D | +0.8% | +0.4% | +0.5% | 0.0% |
| 30D | +0.7% | +3.3% | -2.5% | -1.2% |
| 3M | +32.6% | -7.5% | +40.1% | +31.9% |
| 6M | +33.6% | +6.2% | +27.3% | +23.9% |
| YTD | +12.4% | +115.8% | -103.4% | -14.0% |
| 1Y | +11.2% | +107.7% | -96.5% | -14.8% |
| 3Y | +31.7% | +292.0% | -260.4% | -28.9% |
| 5Y | +60.1% | +35.3% | +24.8% | +3.3% |
| 10Y | +317.2% | -5.2% | +322.4% | +171.1% |
| All | +186.9% | +1,465.7% | -1,278.8% | -22.9% |
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 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