+287.2%
MSTR vs PPG
-16.1%
+303.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.5% | -1.4% |
| 7D | +7.7% | -3.7% | +11.4% | +10.2% |
| 30D | +36.3% | -7.2% | +43.5% | +42.5% |
| 3M | +13.4% | -7.3% | +20.7% | +18.3% |
| 6M | -4.5% | +0.3% | -4.8% | -5.7% |
| YTD | -12.7% | +6.5% | -19.2% | -18.7% |
| 1Y | -59.6% | +0.5% | -60.1% | -60.8% |
| All | +287.2% | -16.1% | +303.3% | +289.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling