-27.7%
MPWR vs PFGC
+13.1%
-40.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +4.6% |
| 7D | -1.7% | +8.5% | -10.3% | +1.2% |
| 30D | -16.5% | +15.0% | -31.5% | -12.9% |
| 3M | -12.3% | -6.2% | -6.1% | -17.1% |
| 6M | -27.7% | +15.7% | -43.5% | -23.5% |
| All | -27.7% | +13.1% | -40.8% | -23.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling