+40.4%
MSTR vs PFGC
+138.1%
-97.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -3.4% |
| 7D | -13.4% | +3.4% | -16.8% | -16.0% |
| 30D | -22.1% | +16.9% | -39.0% | -33.1% |
| 3M | +15.0% | +6.4% | +8.6% | +6.9% |
| 6M | -37.3% | +16.0% | -53.3% | -47.2% |
| YTD | -26.5% | +23.6% | -50.2% | -43.4% |
| 1Y | -46.5% | +16.6% | -63.1% | -56.5% |
| 3Y | +121.1% | +82.3% | +38.8% | +12.3% |
| All | +40.4% | +138.1% | -97.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling