+956.8%
MSTR vs PPG
+586.6%
+370.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -13.4% | +0.7% | -14.2% | -13.8% |
| 30D | -22.1% | +17.6% | -39.6% | -28.4% |
| 3M | +15.0% | +7.5% | +7.5% | +10.5% |
| 6M | -37.3% | +17.6% | -54.9% | -42.9% |
| YTD | -26.5% | +22.6% | -49.1% | -35.0% |
| 1Y | -46.5% | +28.0% | -74.5% | -53.8% |
| 3Y | +121.1% | +1.8% | +119.3% | +114.3% |
| 5Y | +37.5% | -15.5% | +53.0% | +49.7% |
| 10Y | +467.3% | +54.9% | +412.4% | +342.4% |
| All | +956.8% | +586.6% | +370.2% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling