+1,192.5%
MSTR vs PG
+595.0%
+597.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.8% | -4.3% |
| 7D | +9.3% | -0.4% | +9.8% | +9.4% |
| 30D | +36.5% | -0.1% | +36.7% | +36.5% |
| 3M | +7.3% | +1.1% | +6.2% | +6.9% |
| 6M | +2.2% | -3.8% | +6.1% | +2.8% |
| YTD | -10.2% | +3.8% | -14.0% | -11.4% |
| 1Y | -58.6% | -5.8% | -52.9% | -58.4% |
| 3Y | +283.2% | +3.0% | +280.2% | +271.5% |
| 5Y | +113.8% | +14.5% | +99.3% | +102.6% |
| 10Y | +690.7% | +117.8% | +573.0% | +536.1% |
| All | +1,192.5% | +595.0% | +597.5% | +829.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling