+50.7%
MSTR vs PEP
+3.8%
+46.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -14.2% | +1.1% | -15.2% | -14.3% |
| 30D | -19.9% | +13.6% | -33.5% | -21.2% |
| 3M | +27.3% | +5.1% | +22.2% | +26.6% |
| 6M | -37.6% | -1.6% | -35.9% | -37.2% |
| YTD | -19.5% | +3.3% | -22.8% | -20.6% |
| 1Y | -47.1% | +3.2% | -50.3% | -47.8% |
| 3Y | +140.3% | -3.9% | +144.2% | +131.9% |
| All | +50.7% | +3.8% | +46.9% | +43.7% |
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