+317.3%
VSAT vs PFG
+996.3%
-679.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.8% |
| 7D | +12.5% | -2.2% | +14.7% | +13.8% |
| 30D | +11.0% | +6.4% | +4.7% | +8.3% |
| 3M | -11.1% | +2.2% | -13.4% | -12.2% |
| 6M | +2.8% | +16.3% | -13.5% | -3.6% |
| YTD | +118.0% | +33.2% | +84.7% | +93.5% |
| 1Y | +97.1% | +40.6% | +56.5% | +71.6% |
| 3Y | +296.8% | +83.3% | +213.5% | +215.0% |
| 5Y | +38.7% | +97.7% | -59.1% | +7.4% |
| 10Y | -7.4% | +189.9% | -197.3% | -39.4% |
| All | +317.3% | +996.3% | -679.0% | +55.5% |
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