+526.8%
MSTR vs PFGC
+366.4%
+160.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -10.7% | +15.0% | -25.7% | -15.4% |
| 30D | -21.6% | +17.0% | -38.5% | -26.3% |
| 3M | +24.4% | -2.5% | +26.8% | +24.7% |
| 6M | -35.5% | +19.2% | -54.7% | -40.2% |
| YTD | -20.3% | +23.4% | -43.8% | -27.4% |
| 1Y | -49.3% | +13.9% | -63.2% | -52.5% |
| 3Y | +137.8% | +82.0% | +55.8% | +91.2% |
| 5Y | +48.3% | +128.7% | -80.4% | +14.3% |
| 10Y | +526.8% | +361.5% | +165.2% | +273.3% |
| All | +526.8% | +366.4% | +160.4% | +273.3% |
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