+13.9%
VSAT vs PENG
+644.0%
-630.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | -0.5% | -16.1% | +15.6% | +4.2% |
| 30D | +4.0% | -41.5% | +45.4% | +18.7% |
| 3M | -11.8% | -19.1% | +7.3% | -8.2% |
| 6M | +6.9% | +0.9% | +6.0% | +2.1% |
| YTD | +117.2% | +128.2% | -11.0% | +69.6% |
| 1Y | +102.4% | +98.6% | +3.9% | +63.0% |
| 3Y | +295.5% | +188.2% | +107.3% | +180.4% |
| 5Y | +37.0% | +55.5% | -18.5% | +1.5% |
| All | +13.9% | +644.0% | -630.1% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling