+1,791.8%
MPWR vs PFG
+195.4%
+1,596.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | +2.2% | +3.0% | -0.7% | +0.8% |
| 30D | -2.1% | +8.2% | -10.2% | -6.1% |
| 3M | -1.6% | +2.7% | -4.2% | -3.5% |
| 6M | -14.9% | +17.2% | -32.2% | -23.7% |
| YTD | +50.5% | +34.8% | +15.8% | +25.0% |
| 1Y | +40.0% | +43.6% | -3.6% | +12.0% |
| 3Y | +175.0% | +85.4% | +89.5% | +91.1% |
| 5Y | +162.0% | +102.2% | +59.8% | +74.8% |
| 10Y | +1,791.8% | +190.2% | +1,601.6% | +889.1% |
| All | +1,791.8% | +195.4% | +1,596.4% | +889.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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