+108.8%
MSTR vs PG
+12.8%
+96.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.4% | -3.2% |
| 7D | -11.2% | -2.7% | -8.5% | -10.9% |
| 30D | +33.8% | -1.5% | +35.3% | +34.0% |
| 3M | +11.5% | -3.4% | +14.8% | +12.0% |
| 6M | -7.2% | -7.0% | -0.2% | -6.2% |
| YTD | -15.4% | +2.0% | -17.4% | -16.4% |
| 1Y | -60.6% | -6.5% | -54.2% | -60.3% |
| 3Y | +260.8% | +1.2% | +259.7% | +229.0% |
| 5Y | +108.8% | +12.8% | +96.1% | +71.6% |
| All | +108.8% | +12.8% | +96.0% | +71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling