+125.2%
MPWR vs PFGC
+121.6%
+3.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +6.3% |
| 7D | -1.7% | +8.5% | -10.3% | -7.1% |
| 30D | -16.5% | +15.0% | -31.5% | -23.8% |
| 3M | -12.3% | -6.2% | -6.1% | -10.3% |
| 6M | -27.7% | +15.7% | -43.5% | -35.7% |
| YTD | +32.0% | +19.6% | +12.5% | +13.9% |
| 1Y | +25.1% | +13.2% | +11.9% | +11.3% |
| 3Y | +146.5% | +77.0% | +69.5% | +61.9% |
| All | +125.2% | +121.6% | +3.6% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling