-45.6%
MSTR vs PCG
-20.1%
-25.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.4% |
| 7D | -1.2% | -1.6% | +0.4% | -1.3% |
| 30D | -15.9% | +1.4% | -17.3% | -15.8% |
| 3M | +33.1% | -23.4% | +56.5% | +31.3% |
| 6M | -31.0% | -19.4% | -11.6% | -31.8% |
| YTD | -15.1% | -18.5% | +3.3% | -13.5% |
| 1Y | -45.6% | -19.5% | -26.1% | -41.2% |
| All | -45.6% | -20.1% | -25.5% | -41.2% |
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