-47.4%
MSTR vs PFGC
+12.0%
-59.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -3.7% |
| 7D | -4.0% | +10.8% | -14.8% | -7.1% |
| 30D | -18.6% | +17.8% | -36.4% | -22.8% |
| 3M | +25.6% | -2.7% | +28.3% | +25.8% |
| 6M | -33.1% | +20.0% | -53.1% | -38.2% |
| YTD | -17.3% | +24.3% | -41.6% | -26.0% |
| All | -47.4% | +12.0% | -59.4% | -53.6% |
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