-42.3%
MSTR vs PFG
+46.8%
-89.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.1% | +1.0% | +1.6% |
| 7D | -1.8% | +4.9% | -6.7% | -5.6% |
| 30D | -13.3% | +5.7% | -19.0% | -17.2% |
| 3M | +46.0% | +2.6% | +43.4% | +42.5% |
| 6M | -22.4% | +19.8% | -42.2% | -32.5% |
| YTD | -6.2% | +36.3% | -42.5% | -21.7% |
| 1Y | -42.3% | +47.9% | -90.2% | -52.6% |
| All | -42.3% | +46.8% | -89.1% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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