+1,124.1%
MSTR vs PCG
-24.2%
+1,148.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -9.1% |
| 7D | -8.7% | 0.0% | -8.7% | -8.7% |
| 30D | -21.4% | +5.8% | -27.3% | -22.0% |
| 3M | +31.4% | -22.8% | +54.2% | +35.2% |
| 6M | -30.8% | -18.4% | -12.4% | -29.5% |
| YTD | -14.9% | -16.9% | +1.9% | -13.7% |
| 1Y | -49.3% | -17.6% | -31.7% | -48.5% |
| 3Y | +184.8% | -20.0% | +204.8% | +189.5% |
| 5Y | +62.1% | +16.0% | +46.1% | +58.6% |
| 10Y | +580.0% | -76.7% | +656.6% | +607.4% |
| All | +1,124.1% | -24.2% | +1,148.4% | +753.8% |
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