+89.9%
VSAT vs PENG
+136.5%
-46.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.9% |
| 7D | +20.0% | +34.6% | -14.6% | +5.5% |
| 30D | +6.5% | -35.9% | +42.4% | +25.3% |
| 3M | -18.3% | -14.7% | -3.6% | -16.1% |
| 6M | +0.4% | +13.5% | -13.2% | -22.0% |
| YTD | +106.7% | +156.1% | -49.4% | -18.2% |
| 1Y | +89.9% | +141.3% | -51.5% | -21.1% |
| All | +89.9% | +136.5% | -46.7% | -21.1% |
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