+526.8%
MSTR vs PCG
-76.4%
+603.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.7% |
| 7D | -10.7% | -0.5% | -10.3% | -10.7% |
| 30D | -21.6% | +0.8% | -22.3% | -21.6% |
| 3M | +24.4% | -22.0% | +46.4% | +27.4% |
| 6M | -35.5% | -17.1% | -18.4% | -34.5% |
| YTD | -20.3% | -16.9% | -3.5% | -19.3% |
| 1Y | -49.3% | -19.1% | -30.3% | -48.5% |
| 3Y | +137.8% | -19.4% | +157.2% | +141.2% |
| 5Y | +48.3% | +9.0% | +39.3% | +46.3% |
| 10Y | +526.8% | -76.2% | +603.0% | +491.0% |
| All | +526.8% | -76.4% | +603.2% | +491.0% |
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