+113.7%
KLAC vs PCAR
+32.4%
+81.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +5.7% | -0.5% | +6.2% | +6.2% |
| 30D | -3.6% | -6.2% | +2.6% | +1.5% |
| 3M | -12.8% | +5.9% | -18.7% | -16.8% |
| 6M | +26.1% | +0.4% | +25.7% | +23.8% |
| YTD | +53.3% | +14.8% | +38.5% | +40.6% |
| 1Y | +113.7% | +30.1% | +83.6% | +86.6% |
| All | +113.7% | +32.4% | +81.3% | +86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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