+1,156.3%
MSTR vs PGR
+3,415.7%
-2,259.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | +7.7% | -2.7% | +10.4% | +8.9% |
| 30D | +36.3% | +0.7% | +35.6% | +35.9% |
| 3M | +13.4% | +7.7% | +5.7% | +9.1% |
| 6M | -4.5% | +4.3% | -8.8% | -7.6% |
| YTD | -12.7% | +0.7% | -13.4% | -15.0% |
| 1Y | -59.6% | -5.7% | -54.0% | -59.9% |
| 3Y | +272.5% | +73.7% | +198.8% | +174.3% |
| 5Y | +107.1% | +158.4% | -51.3% | +23.6% |
| 10Y | +677.4% | +810.5% | -133.1% | +137.4% |
| All | +1,156.3% | +3,415.7% | -2,259.4% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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