+201.6%
MSTR vs PCOR
-10.0%
+211.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +19.7% | -14.6% | -7.8% |
| 7D | -1.8% | +21.8% | -23.6% | -14.9% |
| 30D | -13.3% | +39.5% | -52.8% | -31.3% |
| 3M | +46.0% | +35.2% | +10.7% | +17.8% |
| 6M | -22.4% | +21.7% | -44.2% | -35.2% |
| YTD | -6.2% | +3.9% | -10.1% | -14.2% |
| 1Y | -42.3% | +6.9% | -49.2% | -48.9% |
| 3Y | +214.0% | +44.8% | +169.2% | +112.3% |
| 5Y | +78.2% | -21.9% | +100.1% | +42.6% |
| All | +201.6% | -10.0% | +211.6% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling