+126.6%
MSTR vs PFGC
+80.6%
+46.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.8% |
| 7D | -11.5% | +0.3% | -11.8% | -11.7% |
| 30D | -24.8% | +16.1% | -41.0% | -32.7% |
| 3M | +20.6% | +2.4% | +18.3% | +17.6% |
| 6M | -38.0% | +15.7% | -53.7% | -45.7% |
| YTD | -24.7% | +22.3% | -47.0% | -38.4% |
| 1Y | -49.1% | +13.9% | -62.9% | -55.8% |
| All | +126.6% | +80.6% | +46.0% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling