-56.4%
MSTR vs PCG
-6.6%
-49.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | +12.2% | -13.9% | +26.0% | +11.4% |
| 30D | +45.2% | -16.9% | +62.0% | +44.6% |
| 3M | +10.4% | -14.7% | +25.1% | +9.8% |
| 6M | -2.5% | -23.8% | +21.3% | -0.4% |
| YTD | -6.0% | -10.5% | +4.5% | -5.9% |
| 1Y | -56.4% | -5.1% | -51.3% | -56.2% |
| All | -56.4% | -6.6% | -49.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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