+172.8%
MSTR vs PCOR
-10.3%
+183.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +22.7% | -23.9% | -14.8% |
| 30D | -15.9% | +37.5% | -53.4% | -32.7% |
| 3M | +33.1% | +35.2% | -2.1% | +7.4% |
| 6M | -31.0% | +42.2% | -73.2% | -47.7% |
| YTD | -15.1% | +3.6% | -18.7% | -22.2% |
| 1Y | -45.6% | -4.8% | -40.9% | -47.0% |
| 3Y | +180.5% | +48.3% | +132.2% | +86.3% |
| 5Y | +61.7% | -20.1% | +81.7% | +29.3% |
| All | +172.8% | -10.3% | +183.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling