+180.2%
MPWR vs PFGC
+82.6%
+97.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.0% | -4.4% |
| 7D | +16.8% | +3.4% | +13.4% | +15.5% |
| 30D | +11.9% | +16.9% | -5.1% | +4.1% |
| 3M | +2.2% | +6.4% | -4.2% | -0.7% |
| 6M | -15.5% | +16.0% | -31.5% | -23.0% |
| YTD | +54.2% | +23.6% | +30.6% | +34.0% |
| 1Y | +51.5% | +16.6% | +34.8% | +36.0% |
| 3Y | +180.2% | +82.3% | +97.9% | +90.1% |
| All | +180.2% | +82.6% | +97.6% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling