+1,252.0%
MSTR vs PCG
-18.5%
+1,270.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.7% |
| 7D | +12.2% | -13.9% | +26.0% | +13.9% |
| 30D | +45.2% | -16.9% | +62.0% | +48.0% |
| 3M | +10.4% | -14.7% | +25.1% | +12.0% |
| 6M | -2.5% | -23.8% | +21.3% | +0.4% |
| YTD | -6.0% | -10.5% | +4.5% | -5.4% |
| 1Y | -56.4% | -5.1% | -51.3% | -56.5% |
| 3Y | +306.3% | -11.6% | +317.9% | +308.0% |
| 5Y | +100.5% | +59.0% | +41.5% | +89.5% |
| 10Y | +741.1% | -75.7% | +816.8% | +771.9% |
| All | +1,252.0% | -18.5% | +1,270.4% | +834.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling