+31.8%
KLAC vs PBF
+90.5%
-58.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.6% | -3.2% |
| 7D | +10.0% | +6.5% | +3.5% | +10.1% |
| 30D | -14.8% | -20.0% | +5.2% | -15.9% |
| 3M | -27.2% | -3.3% | -23.8% | -26.9% |
| 6M | -17.5% | +76.8% | -94.3% | -9.7% |
| YTD | +25.8% | +168.9% | -143.1% | +41.2% |
| 1Y | +31.8% | +96.4% | -64.5% | +49.1% |
| All | +31.8% | +90.5% | -58.6% | +49.1% |
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