+645.5%
MSTR vs PPG
+26.3%
+619.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.2% | -1.9% |
| 7D | -11.2% | -5.1% | -6.1% | -8.2% |
| 30D | +33.8% | -9.6% | +43.4% | +42.5% |
| 3M | +11.5% | -6.4% | +17.9% | +15.7% |
| 6M | -7.2% | +0.5% | -7.7% | -8.5% |
| YTD | -15.4% | +4.4% | -19.8% | -19.6% |
| 1Y | -60.6% | -0.9% | -59.7% | -61.4% |
| 3Y | +260.8% | -17.0% | +277.8% | +289.4% |
| 5Y | +108.8% | -23.7% | +132.5% | +135.7% |
| All | +645.5% | +26.3% | +619.1% | +549.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling