+46.2%
MSTR vs PCG
+14.1%
+32.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.2% |
| 7D | -4.0% | -1.1% | -2.9% | -3.4% |
| 30D | -18.6% | +0.1% | -18.7% | -18.7% |
| 3M | +25.6% | -24.4% | +50.0% | +41.0% |
| 6M | -33.1% | -17.7% | -15.4% | -29.6% |
| YTD | -17.3% | -17.4% | +0.1% | -14.2% |
| 1Y | -48.1% | -19.4% | -28.7% | -45.4% |
| 3Y | +154.2% | -18.6% | +172.8% | +150.4% |
| 5Y | +46.2% | +10.2% | +36.0% | +2.2% |
| All | +46.2% | +14.1% | +32.1% | +2.2% |
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 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