+181.3%
MSTR vs PCG
-20.0%
+201.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.0% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -21.4% | +5.8% | -27.3% | -22.3% |
| 3M | +31.4% | -22.8% | +54.2% | +37.7% |
| 6M | -30.8% | -18.4% | -12.4% | -29.1% |
| YTD | -14.9% | -16.9% | +1.9% | -13.6% |
| 1Y | -49.3% | -17.6% | -31.7% | -48.3% |
| All | +181.3% | -20.0% | +201.3% | +203.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling