+331.9%
VSAT vs PFG
+999.6%
-667.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.8% |
| 7D | +17.3% | +6.0% | +11.3% | +14.5% |
| 30D | -3.3% | +2.2% | -5.5% | -4.2% |
| 3M | +18.7% | +10.4% | +8.4% | +13.8% |
| 6M | +77.6% | +27.8% | +49.8% | +60.7% |
| YTD | +125.6% | +33.6% | +92.0% | +100.4% |
| 1Y | +158.3% | +49.3% | +109.0% | +120.2% |
| 3Y | +226.1% | +69.7% | +156.4% | +167.9% |
| 5Y | +54.7% | +111.3% | -56.7% | +16.9% |
| 10Y | +3.5% | +240.3% | -236.7% | -35.4% |
| All | +331.9% | +999.6% | -667.7% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling