+125.2%
MPWR vs PFG
+91.4%
+33.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +6.3% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | -16.5% | +2.0% | -18.5% | -17.9% |
| 3M | -12.3% | -3.2% | -9.1% | -11.3% |
| 6M | -27.7% | +10.9% | -38.7% | -35.1% |
| YTD | +32.0% | +28.8% | +3.2% | +5.5% |
| 1Y | +25.1% | +39.2% | -14.1% | -6.0% |
| 3Y | +146.5% | +75.0% | +71.4% | +52.6% |
| All | +125.2% | +91.4% | +33.8% | +26.3% |
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