+6,108.7%
MSTR vs PFG
+1,015.3%
+5,093.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +12.2% | +5.5% | +6.6% | +10.3% |
| 30D | +45.2% | +2.4% | +42.8% | +44.2% |
| 3M | +10.4% | +13.6% | -3.2% | +5.7% |
| 6M | -2.5% | +27.9% | -30.4% | -10.3% |
| YTD | -6.0% | +35.6% | -41.6% | -15.2% |
| 1Y | -56.4% | +48.5% | -104.9% | -62.0% |
| 3Y | +306.3% | +66.9% | +239.4% | +245.7% |
| 5Y | +100.5% | +111.0% | -10.5% | +64.0% |
| 10Y | +741.1% | +244.5% | +496.6% | +462.5% |
| All | +6,108.7% | +1,015.3% | +5,093.4% | +2,294.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling