+495.5%
MSTR vs PCG
-76.5%
+572.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.4% |
| 7D | -11.5% | -2.0% | -9.6% | -11.3% |
| 30D | -24.8% | -2.7% | -22.1% | -24.6% |
| 3M | +20.6% | -25.1% | +45.7% | +24.2% |
| 6M | -38.0% | -22.3% | -15.7% | -36.5% |
| YTD | -24.7% | -18.5% | -6.2% | -23.5% |
| 1Y | -49.1% | -21.8% | -27.2% | -48.0% |
| 3Y | +124.7% | -21.0% | +145.7% | +128.5% |
| 5Y | +40.9% | +8.1% | +32.9% | +39.3% |
| All | +495.5% | -76.5% | +572.0% | +464.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling