+79.8%
VSAT vs PENG
+120.5%
-40.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -9.1% | -2.1% | -7.5% |
| 7D | -14.7% | -20.5% | +5.8% | -6.7% |
| 30D | -4.3% | -20.4% | +16.1% | +3.4% |
| 3M | -22.5% | -16.4% | -6.1% | -19.1% |
| 6M | +4.7% | +49.2% | -44.6% | -32.7% |
| YTD | +93.8% | +147.2% | -53.4% | -18.1% |
| 1Y | +79.8% | +124.7% | -44.8% | -19.3% |
| All | +79.8% | +120.5% | -40.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling