+113.7%
KLAC vs PBF
+176.4%
-62.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.3% |
| 7D | +5.7% | +4.3% | +1.4% | +5.9% |
| 30D | -3.6% | +22.0% | -25.6% | -2.6% |
| 3M | -12.8% | +74.5% | -87.3% | -9.3% |
| 6M | +26.1% | +67.7% | -41.6% | +31.5% |
| YTD | +53.3% | +179.2% | -125.9% | +55.4% |
| 1Y | +113.7% | +170.0% | -56.3% | +117.6% |
| All | +113.7% | +176.4% | -62.7% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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