+570.4%
MSTR vs PBF
+276.6%
+293.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.2% | -13.8% | +12.5% | +0.8% |
| 30D | -15.9% | -19.6% | +3.7% | -13.7% |
| 3M | +33.1% | +10.3% | +22.9% | +29.6% |
| 6M | -31.0% | +63.4% | -94.4% | -36.9% |
| YTD | -15.1% | +152.6% | -167.8% | -28.4% |
| 1Y | -45.6% | +87.4% | -133.0% | -52.1% |
| 3Y | +180.5% | +63.3% | +117.3% | +143.1% |
| 5Y | +61.7% | +412.5% | -350.8% | +17.7% |
| All | +570.4% | +276.6% | +293.8% | +353.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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