+48.8%
VSAT vs PENG
+115.2%
-66.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.4% | -1.4% | +3.1% |
| 7D | +11.8% | +4.5% | +7.3% | +10.3% |
| 30D | -7.0% | -7.1% | +0.1% | -5.4% |
| 3M | +3.3% | -27.3% | +30.5% | +9.9% |
| 6M | +57.4% | +169.6% | -112.1% | +12.2% |
| YTD | +118.6% | +164.6% | -46.0% | +57.0% |
| 1Y | +150.2% | +109.5% | +40.8% | +88.1% |
| 3Y | +160.7% | +98.9% | +61.8% | +81.0% |
| All | +48.8% | +115.2% | -66.4% | -6.6% |
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