+684.7%
MSTR vs PENG
+762.7%
-78.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -3.3% |
| 7D | +12.2% | +4.5% | +7.6% | +10.7% |
| 30D | +45.2% | -7.1% | +52.3% | +47.2% |
| 3M | +10.4% | -27.3% | +37.6% | +14.5% |
| 6M | -2.5% | +169.6% | -172.1% | -35.9% |
| YTD | -6.0% | +164.6% | -170.6% | -38.0% |
| 1Y | -56.4% | +109.5% | -165.9% | -69.2% |
| 3Y | +306.3% | +98.9% | +207.4% | +162.0% |
| 5Y | +100.5% | +116.3% | -15.8% | +26.5% |
| All | +684.7% | +762.7% | -78.0% | +336.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling