+539.2%
MSTR vs PFGC
+488.3%
+51.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.6% | -4.0% |
| 7D | -4.0% | +10.8% | -14.8% | -7.7% |
| 30D | -18.6% | +17.8% | -36.4% | -23.6% |
| 3M | +25.6% | -2.7% | +28.3% | +26.0% |
| 6M | -33.1% | +20.0% | -53.1% | -38.0% |
| YTD | -17.3% | +24.3% | -41.6% | -24.7% |
| 1Y | -48.1% | +13.2% | -61.3% | -51.2% |
| 3Y | +154.2% | +85.9% | +68.3% | +104.2% |
| 5Y | +46.2% | +141.0% | -94.8% | +12.0% |
| 10Y | +554.5% | +370.6% | +183.9% | +291.3% |
| All | +539.2% | +488.3% | +51.0% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling