+6,399.9%
KLAC vs PBF
+303.9%
+6,096.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.3% | +8.6% | +7.5% |
| 7D | +5.7% | +4.3% | +1.4% | +5.0% |
| 30D | -3.6% | +22.0% | -25.6% | -6.6% |
| 3M | -12.8% | +74.5% | -87.3% | -20.4% |
| 6M | +26.1% | +67.7% | -41.6% | +14.1% |
| YTD | +53.3% | +179.2% | -125.9% | +27.0% |
| 1Y | +113.7% | +170.0% | -56.3% | +76.4% |
| 3Y | +274.9% | +66.4% | +208.5% | +222.4% |
| 5Y | +470.1% | +764.5% | -294.4% | +255.9% |
| 10Y | +2,997.0% | +358.5% | +2,638.5% | +1,719.5% |
| All | +6,399.9% | +303.9% | +6,096.1% | +3,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling