+433.3%
KLAC vs PBF
+799.3%
-366.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | -2.7% | +5.3% | -8.0% | -3.2% |
| 30D | -13.2% | +11.7% | -24.9% | -14.4% |
| 3M | -25.0% | +91.1% | -116.1% | -30.7% |
| 6M | +23.6% | +88.4% | -64.8% | +13.0% |
| YTD | +49.2% | +194.1% | -144.8% | +26.4% |
| 1Y | +89.3% | +180.4% | -91.1% | +60.3% |
| 3Y | +274.4% | +59.3% | +215.0% | +224.2% |
| All | +433.3% | +799.3% | -366.0% | +259.5% |
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 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