+1,249.5%
MSTR vs PPL
+1,018.5%
+231.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.1% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | -13.3% | +8.4% | -21.7% | -15.3% |
| 3M | +46.0% | +2.4% | +43.6% | +44.7% |
| 6M | -22.4% | -4.0% | -18.5% | -22.0% |
| YTD | -6.2% | +4.5% | -10.6% | -7.8% |
| 1Y | -42.3% | +1.7% | -44.0% | -42.9% |
| 3Y | +214.0% | +55.5% | +158.5% | +174.0% |
| 5Y | +78.2% | +47.0% | +31.1% | +59.7% |
| 10Y | +649.6% | +62.4% | +587.2% | +538.8% |
| All | +1,249.5% | +1,018.5% | +231.0% | +1,556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling