+13.1%
VSAT vs PENG
+661.7%
-648.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +9.3% | +7.0% | +13.8% |
| 7D | +0.4% | -3.8% | +4.1% | +1.2% |
| 30D | +3.3% | -40.1% | +43.4% | +17.2% |
| 3M | -7.5% | -21.8% | +14.3% | -3.0% |
| 6M | +6.2% | +3.3% | +2.9% | +0.8% |
| YTD | +115.8% | +133.6% | -17.8% | +67.4% |
| 1Y | +107.7% | +110.7% | -3.0% | +64.9% |
| 3Y | +292.0% | +204.3% | +87.8% | +174.5% |
| 5Y | +35.3% | +54.4% | -19.1% | +0.2% |
| All | +13.1% | +661.7% | -648.6% | -38.2% |
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