+298.6%
KLAC vs PBF
+441.3%
-142.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.6% |
| 7D | +21.2% | +4.3% | +16.9% | +20.6% |
| 30D | -14.5% | -21.8% | +7.3% | -12.1% |
| 3M | -24.4% | +1.7% | -26.1% | -24.8% |
| 6M | -12.9% | +69.8% | -82.7% | -18.8% |
| YTD | +29.9% | +167.7% | -137.8% | +10.9% |
| 1Y | +31.9% | +89.0% | -57.1% | +18.7% |
| 3Y | +201.5% | +78.8% | +122.7% | +156.4% |
| 5Y | +298.6% | +415.4% | -116.9% | +187.1% |
| All | +298.6% | +441.3% | -142.7% | +187.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling