+481.0%
MSTR vs PFGC
+351.0%
+130.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.8% |
| 7D | -13.4% | +3.4% | -16.8% | -14.5% |
| 30D | -22.1% | +16.9% | -39.0% | -26.8% |
| 3M | +15.0% | +6.4% | +8.6% | +11.7% |
| 6M | -37.3% | +16.0% | -53.3% | -41.3% |
| YTD | -26.5% | +23.6% | -50.2% | -33.1% |
| 1Y | -46.5% | +16.6% | -63.1% | -50.3% |
| 3Y | +121.1% | +82.3% | +38.8% | +77.8% |
| 5Y | +37.5% | +138.7% | -101.2% | +5.1% |
| All | +481.0% | +351.0% | +130.0% | +248.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling