-2.5%
MSTR vs PBF
+90.7%
-93.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.5% |
| 7D | +12.2% | +4.3% | +7.9% | +12.6% |
| 30D | +45.2% | +22.0% | +23.2% | +47.4% |
| 3M | +10.4% | +74.5% | -64.1% | +19.6% |
| 6M | -2.5% | +67.7% | -70.2% | +7.0% |
| All | -2.5% | +90.7% | -93.1% | +7.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling