-56.4%
MSTR vs PFG
+51.4%
-107.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.2% |
| 7D | +12.2% | +5.5% | +6.6% | +8.0% |
| 30D | +45.2% | +2.4% | +42.8% | +42.3% |
| 3M | +10.4% | +13.6% | -3.2% | +0.7% |
| 6M | -2.5% | +27.9% | -30.4% | -18.0% |
| YTD | -6.0% | +35.6% | -41.6% | -21.5% |
| 1Y | -56.4% | +48.5% | -104.9% | -64.0% |
| All | -56.4% | +51.4% | -107.8% | -64.0% |
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