-9.7%
VSAT vs PENG
+520.3%
-530.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -23.0% | +11.9% | -5.1% |
| 7D | -23.9% | -36.7% | +12.8% | -14.7% |
| 30D | -20.2% | -42.0% | +21.9% | -9.0% |
| 3M | -26.7% | -33.2% | +6.5% | -20.1% |
| 6M | -9.4% | +2.1% | -11.6% | -13.8% |
| YTD | +72.3% | +90.3% | -18.0% | +40.8% |
| 1Y | +56.6% | +67.7% | -11.1% | +31.7% |
| 3Y | +199.9% | +154.2% | +45.7% | +119.7% |
| 5Y | -11.4% | +28.3% | -39.7% | -31.1% |
| All | -9.7% | +520.3% | -530.0% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling