+155.2%
MPWR vs PFG
+110.8%
+44.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.9% |
| 7D | -2.6% | +5.5% | -8.1% | -6.4% |
| 30D | -9.0% | +2.4% | -11.4% | -10.9% |
| 3M | -25.8% | +13.6% | -39.4% | -33.7% |
| 6M | +11.8% | +27.9% | -16.1% | -8.8% |
| YTD | +35.5% | +35.6% | 0.0% | +5.8% |
| 1Y | +45.3% | +48.5% | -3.2% | +5.1% |
| 3Y | +138.5% | +66.9% | +71.6% | +56.2% |
| All | +155.2% | +110.8% | +44.4% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling