+48.3%
MSTR vs PPL
+47.4%
+0.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -10.7% | 0.0% | -10.8% | -10.8% |
| 30D | -21.6% | +4.3% | -25.8% | -23.7% |
| 3M | +24.4% | +2.9% | +21.5% | +21.5% |
| 6M | -35.5% | +1.1% | -36.6% | -36.6% |
| YTD | -20.3% | +4.5% | -24.8% | -24.0% |
| 1Y | -49.3% | +0.1% | -49.4% | -50.2% |
| 3Y | +137.8% | +55.7% | +82.1% | +48.5% |
| 5Y | +48.3% | +47.6% | +0.7% | +2.4% |
| All | +48.3% | +47.4% | +0.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 5y: compounded portfolio wealth divided by compounded PPL 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…
5y analysis · Full analysis span regression · 6 months rolling