+120.4%
MSTR vs PEP
+3.4%
+116.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +12.2% | -1.4% | +13.6% | +12.5% |
| 30D | +45.2% | +0.2% | +44.9% | +45.0% |
| 3M | +10.4% | -1.1% | +11.5% | +10.4% |
| 6M | -2.5% | -13.5% | +11.0% | +0.3% |
| YTD | -6.0% | -1.2% | -4.8% | -6.9% |
| 1Y | -56.4% | -1.6% | -54.9% | -56.9% |
| 3Y | +306.3% | -12.5% | +318.8% | +310.9% |
| All | +120.4% | +3.4% | +116.9% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling