+565.3%
MSTR vs PENG
+644.0%
-78.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.9% |
| 7D | -10.7% | -16.1% | +5.3% | -7.3% |
| 30D | -21.6% | -41.5% | +19.9% | -10.4% |
| 3M | +24.4% | -19.1% | +43.5% | +27.0% |
| 6M | -35.5% | +0.9% | -36.4% | -43.1% |
| YTD | -20.3% | +128.2% | -148.5% | -46.9% |
| 1Y | -49.3% | +98.6% | -147.9% | -64.7% |
| 3Y | +137.8% | +188.2% | -50.4% | +39.5% |
| 5Y | +48.3% | +55.5% | -7.2% | -1.9% |
| All | +565.3% | +644.0% | -78.7% | +273.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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