+2,247.0%
KLAC vs PBF
+260.7%
+1,986.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.6% | -3.2% |
| 7D | +10.0% | +6.5% | +3.5% | +8.9% |
| 30D | -14.8% | -20.0% | +5.2% | -11.9% |
| 3M | -27.2% | -3.3% | -23.8% | -27.2% |
| 6M | -17.5% | +76.8% | -94.3% | -25.4% |
| YTD | +25.8% | +168.9% | -143.1% | +3.7% |
| 1Y | +31.8% | +96.4% | -64.5% | +14.1% |
| 3Y | +195.3% | +77.2% | +118.1% | +149.4% |
| 5Y | +285.9% | +417.7% | -131.8% | +157.5% |
| All | +2,247.0% | +260.7% | +1,986.2% | +1,357.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling