+173.6%
MSTR vs PCOR
-10.0%
+183.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -8.7% | +23.7% | -32.4% | -21.7% |
| 30D | -21.4% | +39.0% | -60.4% | -37.6% |
| 3M | +31.4% | +35.8% | -4.3% | +5.8% |
| 6M | -30.8% | +38.2% | -69.1% | -46.5% |
| YTD | -14.9% | +3.9% | -18.8% | -22.2% |
| 1Y | -49.3% | +5.7% | -55.0% | -54.7% |
| 3Y | +184.8% | +44.8% | +140.1% | +92.6% |
| 5Y | +62.1% | -19.8% | +81.9% | +29.3% |
| All | +173.6% | -10.0% | +183.6% | +126.8% |
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