+62.1%
MSTR vs PCOR
-22.6%
+84.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | 0.0% | -9.3% | -9.3% |
| 7D | -8.7% | +23.7% | -32.4% | -22.5% |
| 30D | -21.4% | +39.0% | -60.4% | -38.5% |
| 3M | +31.4% | +35.8% | -4.3% | +4.2% |
| 6M | -30.8% | +38.2% | -69.1% | -47.5% |
| YTD | -14.9% | +3.9% | -18.8% | -22.7% |
| 1Y | -49.3% | +5.7% | -55.0% | -55.1% |
| 3Y | +184.8% | +44.8% | +140.1% | +82.3% |
| 5Y | +62.1% | -19.8% | +81.9% | +33.6% |
| All | +62.1% | -22.6% | +84.7% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling