+2,838.9%
KLAC vs PBF
+367.4%
+2,471.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.9% | -3.2% |
| 7D | +2.5% | +2.3% | +0.1% | +2.1% |
| 30D | -11.5% | +11.6% | -23.1% | -13.1% |
| 3M | -16.9% | +81.7% | -98.7% | -24.7% |
| 6M | +22.2% | +96.4% | -74.2% | +7.9% |
| YTD | +46.4% | +189.5% | -143.1% | +19.9% |
| 1Y | +91.0% | +180.7% | -89.7% | +56.0% |
| 3Y | +264.6% | +56.6% | +207.9% | +215.3% |
| 5Y | +430.6% | +802.0% | -371.4% | +222.7% |
| All | +2,838.9% | +367.4% | +2,471.5% | +1,706.5% |
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