+80.2%
VSAT vs PENG
+88.9%
-8.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +12.4% | -4.7% | +2.5% |
| 7D | -17.0% | -19.4% | +2.5% | -10.0% |
| 30D | -9.8% | -42.4% | +32.6% | +11.1% |
| 3M | -22.0% | -25.6% | +3.6% | -15.3% |
| 6M | -5.0% | +7.3% | -12.3% | -25.9% |
| YTD | +85.6% | +113.9% | -28.3% | -16.3% |
| 1Y | +80.2% | +93.6% | -13.4% | -13.8% |
| All | +80.2% | +88.9% | -8.7% | -13.8% |
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