+43.1%
MPWR vs PFGC
+12.0%
+31.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.6% | +4.0% | +12.6% | +16.1% |
| 7D | +11.6% | +10.8% | +0.7% | +10.8% |
| 30D | +0.1% | +17.8% | -17.7% | -2.0% |
| 3M | -0.8% | -2.7% | +1.9% | +0.8% |
| 6M | -13.0% | +20.0% | -33.1% | -18.2% |
| YTD | +53.9% | +24.3% | +29.6% | +43.5% |
| All | +43.1% | +12.0% | +31.1% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling