+49.9%
MSTR vs PBF
+407.6%
-357.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | 0.0% |
| 7D | -1.2% | -13.8% | +12.5% | +1.2% |
| 30D | -15.9% | -19.6% | +3.7% | -13.2% |
| 3M | +33.1% | +10.3% | +22.9% | +28.3% |
| 6M | -31.0% | +63.4% | -94.4% | -38.9% |
| YTD | -15.1% | +152.6% | -167.8% | -33.2% |
| 1Y | -45.6% | +87.4% | -133.0% | -54.5% |
| 3Y | +180.5% | +63.3% | +117.3% | +126.1% |
| All | +49.9% | +407.6% | -357.7% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling