-45.5%
MSTR vs PEP
+4.3%
-49.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.2% |
| 7D | -8.7% | +6.7% | -15.4% | -6.3% |
| 30D | -21.4% | +13.5% | -34.9% | -17.4% |
| 3M | +31.4% | +3.9% | +27.5% | +35.1% |
| 6M | -30.8% | -6.0% | -24.8% | -30.4% |
| YTD | -14.9% | +2.5% | -17.4% | -16.4% |
| All | -45.5% | +4.3% | -49.8% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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