-49.3%
MSTR vs PEP
+4.9%
-54.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.1% |
| 7D | -10.7% | +4.6% | -15.4% | -9.2% |
| 30D | -21.6% | +14.0% | -35.6% | -17.3% |
| 3M | +24.4% | +5.4% | +19.0% | +28.3% |
| 6M | -35.5% | -5.1% | -30.3% | -34.9% |
| YTD | -20.3% | +3.1% | -23.4% | -21.3% |
| 1Y | -49.3% | +4.8% | -54.1% | -50.6% |
| All | -49.3% | +4.9% | -54.2% | -50.6% |
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