+14.9%
VSAT vs PENG
+42.1%
-27.2%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +12.4% | -4.7% | +3.8% |
| 7D | -17.0% | -19.4% | +2.5% | -11.6% |
| 30D | -9.8% | -42.4% | +32.6% | +5.9% |
| 3M | -22.0% | -25.6% | +3.6% | -16.5% |
| 6M | -5.0% | +7.3% | -12.3% | -12.7% |
| YTD | +85.6% | +113.9% | -28.3% | +38.3% |
| 1Y | +80.2% | +93.6% | -13.4% | +37.7% |
| 3Y | +250.0% | +170.2% | +79.8% | +133.5% |
| All | +14.9% | +42.1% | -27.2% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling