+690.7%
MSTR vs PFGC
+273.4%
+417.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.5% | -3.7% |
| 7D | +9.3% | -2.4% | +11.8% | +10.3% |
| 30D | +36.5% | -15.8% | +52.3% | +45.0% |
| 3M | +7.3% | -0.6% | +7.9% | +6.9% |
| 6M | +2.2% | +10.7% | -8.4% | -2.1% |
| YTD | -10.2% | +7.6% | -17.8% | -13.6% |
| 1Y | -58.6% | -7.8% | -50.8% | -57.9% |
| 3Y | +283.2% | +63.7% | +219.5% | +222.5% |
| 5Y | +113.8% | +112.3% | +1.5% | +71.3% |
| 10Y | +690.7% | +286.7% | +404.0% | +400.5% |
| All | +690.7% | +273.4% | +417.3% | +400.5% |
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