+3,041.8%
KLAC vs PCAR
+357.6%
+2,684.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +3.1% |
| 7D | +10.6% | 0.0% | +10.5% | +10.5% |
| 30D | -4.5% | -7.7% | +3.2% | +1.2% |
| 3M | -10.3% | +3.7% | -14.0% | -12.6% |
| 6M | +40.9% | +2.3% | +38.6% | +38.9% |
| YTD | +56.1% | +12.8% | +43.3% | +43.6% |
| 1Y | +109.0% | +27.8% | +81.3% | +75.2% |
| 3Y | +288.8% | +61.8% | +227.0% | +165.3% |
| 5Y | +489.1% | +168.2% | +320.9% | +172.7% |
| 10Y | +3,041.8% | +359.1% | +2,682.7% | +957.5% |
| All | +3,041.8% | +357.6% | +2,684.2% | +957.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling