+1,786.5%
MPWR vs PFGC
+360.0%
+1,426.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +4.0% | +12.6% | +15.4% |
| 7D | +11.6% | +10.8% | +0.7% | +7.7% |
| 30D | +0.1% | +17.8% | -17.7% | -5.2% |
| 3M | -0.8% | -2.7% | +1.9% | -0.7% |
| 6M | -13.0% | +20.0% | -33.1% | -18.8% |
| YTD | +53.9% | +24.3% | +29.6% | +41.8% |
| 1Y | +45.8% | +13.2% | +32.6% | +38.0% |
| 3Y | +194.3% | +85.9% | +108.3% | +140.5% |
| 5Y | +160.1% | +141.0% | +19.1% | +98.4% |
| 10Y | +1,786.5% | +370.6% | +1,415.9% | +1,095.1% |
| All | +1,786.5% | +360.0% | +1,426.5% | +1,095.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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