+120.4%
MSTR vs PCOR
-43.0%
+163.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | +1.6% |
| 7D | +12.2% | -9.0% | +21.1% | +19.9% |
| 30D | +45.2% | +4.2% | +41.0% | +41.2% |
| 3M | +10.4% | +14.4% | -4.0% | -1.1% |
| 6M | -2.5% | +0.2% | -2.7% | -7.7% |
| YTD | -6.0% | -20.3% | +14.2% | +4.4% |
| 1Y | -56.4% | -16.1% | -40.3% | -54.1% |
| 3Y | +306.3% | -14.7% | +321.0% | +288.5% |
| All | +120.4% | -43.0% | +163.4% | +130.6% |
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