-46.5%
MSTR vs PENG
+130.4%
-176.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.5% | +3.0% | -1.6% |
| 7D | -13.4% | +13.2% | -26.6% | -15.3% |
| 30D | -22.1% | -29.9% | +7.9% | -18.7% |
| 3M | +15.0% | -22.2% | +37.2% | +17.4% |
| 6M | -37.3% | -1.9% | -35.4% | -44.6% |
| YTD | -26.5% | +142.1% | -168.7% | -60.9% |
| 1Y | -46.5% | +151.5% | -198.0% | -72.0% |
| All | -46.5% | +130.4% | -176.8% | -72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling