+554.5%
MSTR vs PCG
-77.2%
+631.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -4.0% | -1.1% | -2.9% | -3.8% |
| 30D | -18.6% | +0.1% | -18.7% | -18.6% |
| 3M | +25.6% | -24.4% | +50.0% | +29.1% |
| 6M | -33.1% | -17.7% | -15.4% | -32.0% |
| YTD | -17.3% | -17.4% | +0.1% | -16.2% |
| 1Y | -48.1% | -19.4% | -28.7% | -47.2% |
| 3Y | +154.2% | -18.6% | +172.8% | +157.6% |
| 5Y | +46.2% | +10.2% | +36.0% | +44.2% |
| 10Y | +554.5% | -76.7% | +631.2% | +520.0% |
| All | +554.5% | -77.2% | +631.8% | +520.0% |
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