+279.1%
KLAC vs PBF
+55.5%
+223.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | +6.2% | +1.4% | +4.8% | +6.0% |
| 30D | -5.0% | +15.8% | -20.8% | -6.6% |
| 3M | -14.4% | +90.3% | -104.7% | -20.6% |
| 6M | +28.3% | +102.8% | -74.5% | +15.9% |
| YTD | +51.1% | +187.3% | -136.2% | +26.1% |
| 1Y | +100.4% | +161.8% | -61.5% | +68.2% |
| All | +279.1% | +55.5% | +223.6% | +200.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling