+49.9%
MSTR vs PCG
+13.7%
+36.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.7% |
| 7D | -1.2% | -1.6% | +0.4% | -0.4% |
| 30D | -15.9% | +1.4% | -17.3% | -16.5% |
| 3M | +33.1% | -23.4% | +56.5% | +48.0% |
| 6M | -31.0% | -19.4% | -11.6% | -26.6% |
| YTD | -15.1% | -18.5% | +3.3% | -11.3% |
| 1Y | -45.6% | -19.5% | -26.1% | -42.8% |
| 3Y | +180.5% | -21.0% | +201.5% | +182.8% |
| All | +49.9% | +13.7% | +36.2% | +7.0% |
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