+626.8%
MSTR vs PFGC
+419.1%
+207.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +12.2% | -2.2% | +14.4% | +13.0% |
| 30D | +45.2% | -11.9% | +57.1% | +51.5% |
| 3M | +10.4% | +5.0% | +5.4% | +7.7% |
| 6M | -2.5% | +8.6% | -11.1% | -5.9% |
| YTD | -6.0% | +9.7% | -15.7% | -10.1% |
| 1Y | -56.4% | -6.3% | -50.1% | -56.0% |
| 3Y | +306.3% | +58.2% | +248.1% | +246.7% |
| 5Y | +100.5% | +110.4% | -9.9% | +61.4% |
| 10Y | +741.1% | +272.8% | +468.3% | +438.4% |
| All | +626.8% | +419.1% | +207.7% | +359.1% |
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