+38.7%
VSAT vs PENG
+68.7%
-30.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -3.0% |
| 7D | +12.5% | +1.9% | +10.6% | +11.2% |
| 30D | +11.0% | -37.8% | +48.8% | +27.0% |
| 3M | -11.1% | -14.1% | +3.0% | -9.0% |
| 6M | +2.8% | +13.1% | -10.3% | -7.1% |
| YTD | +118.0% | +151.8% | -33.8% | +54.0% |
| 1Y | +97.1% | +136.0% | -38.9% | +41.8% |
| 3Y | +296.8% | +217.9% | +78.9% | +151.0% |
| 5Y | +38.7% | +64.1% | -25.4% | -18.8% |
| All | +38.7% | +68.7% | -30.0% | -18.8% |
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 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