+0.4%
VSAT vs PFG
+239.8%
-239.4%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -6.3% |
| 7D | +3.5% | +3.2% | +0.3% | +1.0% |
| 30D | -14.7% | +0.9% | -15.6% | -15.5% |
| 3M | +13.2% | +7.7% | +5.5% | +6.8% |
| 6M | +57.4% | +29.0% | +28.4% | +31.0% |
| YTD | +110.0% | +32.5% | +77.5% | +70.8% |
| 1Y | +134.4% | +47.3% | +87.1% | +77.5% |
| 3Y | +203.5% | +68.2% | +135.3% | +111.8% |
| 5Y | +47.1% | +108.5% | -61.3% | -12.3% |
| 10Y | +0.4% | +241.4% | -241.0% | -66.9% |
| All | +0.4% | +239.8% | -239.4% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling