+106.5%
PTC vs VSAT
+1,485.7%
-1,379.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.0% | -11.1% | -7.1% |
| 7D | -10.3% | +11.8% | -22.1% | -12.6% |
| 30D | +1.1% | -7.0% | +8.2% | +2.3% |
| 3M | +1.6% | +3.3% | -1.7% | -2.6% |
| 6M | -13.5% | +57.4% | -70.9% | -26.3% |
| YTD | -19.1% | +118.6% | -137.6% | -37.1% |
| 1Y | -33.9% | +150.2% | -184.1% | -51.1% |
| 3Y | -3.9% | +160.7% | -164.6% | -41.9% |
| 5Y | +6.0% | +51.2% | -45.1% | -33.0% |
| 10Y | +223.7% | -0.7% | +224.4% | +111.1% |
| All | +106.5% | +1,485.7% | -1,379.2% | -43.7% |
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