-58.6%
MSTR vs PBF
+176.6%
-235.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -4.6% |
| 7D | +9.3% | +2.4% | +6.9% | +9.2% |
| 30D | +36.5% | +24.9% | +11.6% | +34.0% |
| 3M | +7.3% | +81.9% | -74.5% | +2.7% |
| 6M | +2.2% | +79.4% | -77.1% | -3.4% |
| YTD | -10.2% | +188.3% | -198.5% | -20.0% |
| 1Y | -58.6% | +177.3% | -235.9% | -61.6% |
| All | -58.6% | +176.6% | -235.2% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling