-20.7%
PFE vs MPWR
+153.3%
-174.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.3% |
| 7D | +1.8% | -2.6% | +4.3% | +1.9% |
| 30D | +10.2% | -9.0% | +19.3% | +10.6% |
| 3M | +12.7% | -25.8% | +38.5% | +13.9% |
| 6M | +10.5% | +11.8% | -1.2% | +9.1% |
| YTD | +20.2% | +35.5% | -15.4% | +17.2% |
| 1Y | +24.1% | +45.3% | -21.3% | +20.3% |
| 3Y | -3.6% | +138.5% | -142.0% | -11.1% |
| All | -20.7% | +153.3% | -174.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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