-42.3%
MSTR vs PCG
-14.1%
-28.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +5.1% |
| 7D | -1.8% | +1.9% | -3.7% | -1.7% |
| 30D | -13.3% | +8.5% | -21.8% | -12.8% |
| 3M | +46.0% | -22.9% | +68.9% | +44.0% |
| 6M | -22.4% | -16.8% | -5.7% | -23.2% |
| YTD | -6.2% | -15.8% | +9.6% | -4.3% |
| 1Y | -42.3% | -16.0% | -26.3% | -38.1% |
| All | -42.3% | -14.1% | -28.2% | -38.1% |
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