+40.4%
MSTR vs PBF
+419.4%
-379.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -13.4% | +6.5% | -19.9% | -14.4% |
| 30D | -22.1% | -20.0% | -2.1% | -19.4% |
| 3M | +15.0% | -3.3% | +18.3% | +13.9% |
| 6M | -37.3% | +76.8% | -114.1% | -45.3% |
| YTD | -26.5% | +168.9% | -195.5% | -42.7% |
| 1Y | -46.5% | +96.4% | -142.8% | -55.5% |
| 3Y | +121.1% | +77.2% | +43.9% | +75.8% |
| All | +40.4% | +419.4% | -379.0% | -13.0% |
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