+481.0%
MSTR vs PG
+166.5%
+314.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.6% |
| 7D | -13.4% | +2.7% | -16.1% | -13.8% |
| 30D | -22.1% | +9.2% | -31.3% | -23.2% |
| 3M | +15.0% | +18.5% | -3.5% | +11.7% |
| 6M | -37.3% | +21.1% | -58.4% | -39.4% |
| YTD | -26.5% | +21.9% | -48.5% | -29.4% |
| 1Y | -46.5% | +18.1% | -64.6% | -48.3% |
| 3Y | +121.1% | +20.6% | +100.5% | +106.4% |
| 5Y | +37.5% | +31.8% | +5.7% | +24.6% |
| All | +481.0% | +166.5% | +314.5% | +331.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling