-16.0%
VSAT vs PFG
+184.0%
-199.9%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.5% | -5.3% |
| 7D | +5.9% | +2.4% | +3.5% | +4.5% |
| 30D | +9.7% | +5.9% | +3.8% | +5.3% |
| 3M | -18.3% | -0.4% | -17.9% | -18.6% |
| 6M | -4.1% | +14.8% | -18.9% | -13.8% |
| YTD | +96.5% | +31.9% | +64.6% | +59.7% |
| 1Y | +89.3% | +38.8% | +50.5% | +48.8% |
| 3Y | +270.1% | +82.4% | +187.7% | +143.1% |
| 5Y | +26.4% | +94.7% | -68.3% | -21.2% |
| All | -16.0% | +184.0% | -199.9% | -67.0% |
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