+570.4%
MSTR vs PFGC
+347.9%
+222.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | -1.2% | +8.5% | -9.7% | -4.4% |
| 30D | -15.9% | +15.0% | -30.9% | -20.5% |
| 3M | +33.1% | -6.2% | +39.3% | +35.4% |
| 6M | -31.0% | +15.7% | -46.7% | -35.3% |
| YTD | -15.1% | +19.6% | -34.7% | -21.7% |
| 1Y | -45.6% | +13.2% | -58.8% | -48.9% |
| 3Y | +180.5% | +77.0% | +103.6% | +128.2% |
| 5Y | +61.7% | +121.5% | -59.8% | +26.0% |
| All | +570.4% | +347.9% | +222.5% | +308.9% |
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