-42.3%
MSTR vs PPG
+38.5%
-80.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.0% | +0.1% | +3.2% |
| 7D | -1.8% | +7.5% | -9.3% | -4.6% |
| 30D | -13.3% | +20.9% | -34.2% | -19.6% |
| 3M | +46.0% | +8.7% | +37.3% | +40.8% |
| 6M | -22.4% | +23.8% | -46.3% | -28.9% |
| YTD | -6.2% | +26.5% | -32.7% | -12.0% |
| 1Y | -42.3% | +37.6% | -79.9% | -45.0% |
| All | -42.3% | +38.5% | -80.7% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling