+536.9%
MSTR vs PNR
+102.2%
+434.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -14.2% | -3.7% | -10.4% | -12.0% |
| 30D | -19.9% | +33.1% | -53.0% | -33.9% |
| 3M | +27.3% | +3.7% | +23.6% | +23.0% |
| 6M | -37.6% | -7.7% | -29.8% | -36.5% |
| YTD | -19.5% | -32.4% | +13.0% | +0.2% |
| 1Y | -47.1% | -35.0% | -12.1% | -32.5% |
| 3Y | +140.3% | +17.1% | +123.2% | +111.6% |
| 5Y | +49.5% | +0.1% | +49.4% | +36.6% |
| All | +536.9% | +102.2% | +434.6% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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