+40.4%
MSTR vs PCG
+10.2%
+30.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.5% |
| 7D | -13.4% | +2.2% | -15.6% | -14.4% |
| 30D | -22.1% | +0.8% | -22.8% | -22.5% |
| 3M | +15.0% | -23.8% | +38.8% | +28.6% |
| 6M | -37.3% | -19.6% | -17.7% | -32.8% |
| YTD | -26.5% | -16.7% | -9.8% | -24.1% |
| 1Y | -46.5% | -19.4% | -27.1% | -43.6% |
| 3Y | +121.1% | -18.3% | +139.4% | +117.6% |
| All | +40.4% | +10.2% | +30.2% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling