+225.0%
VSAT vs PENG
+153.0%
+72.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -23.0% | +11.9% | -2.7% |
| 7D | -23.9% | -36.7% | +12.8% | -11.0% |
| 30D | -20.2% | -42.0% | +21.9% | -4.5% |
| 3M | -26.7% | -33.2% | +6.5% | -17.7% |
| 6M | -9.4% | +2.1% | -11.6% | -18.4% |
| YTD | +72.3% | +90.3% | -18.0% | +21.5% |
| 1Y | +56.6% | +67.7% | -11.1% | +14.7% |
| All | +225.0% | +153.0% | +72.0% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling