-42.3%
MSTR vs PFGC
+12.5%
-54.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +13.5% | -8.4% | +1.1% |
| 7D | -1.8% | +13.9% | -15.7% | -5.9% |
| 30D | -13.3% | +18.4% | -31.7% | -18.0% |
| 3M | +46.0% | -2.5% | +48.5% | +46.0% |
| 6M | -22.4% | +26.0% | -48.5% | -30.3% |
| YTD | -6.2% | +21.9% | -28.0% | -15.7% |
| 1Y | -42.3% | +13.4% | -55.7% | -48.7% |
| All | -42.3% | +12.5% | -54.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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