-46.5%
MSTR vs PFG
+37.6%
-84.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -3.0% | -2.9% |
| 7D | -13.4% | +2.4% | -15.8% | -15.4% |
| 30D | -22.1% | +5.9% | -27.9% | -25.6% |
| 3M | +15.0% | -0.4% | +15.4% | +15.5% |
| 6M | -37.3% | +14.8% | -52.1% | -43.8% |
| YTD | -26.5% | +31.9% | -58.5% | -38.1% |
| 1Y | -46.5% | +38.8% | -85.3% | -56.0% |
| All | -46.5% | +37.6% | -84.1% | -56.0% |
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