+2,249.0%
KLAC vs PCAR
+326.7%
+1,922.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.7% | +5.6% | +6.7% |
| 7D | -1.1% | +2.9% | -4.0% | -3.2% |
| 30D | -22.6% | -2.1% | -20.5% | -21.6% |
| 3M | -23.5% | -20.4% | -3.1% | -10.4% |
| 6M | -18.8% | -7.0% | -11.8% | -14.9% |
| YTD | +25.0% | -2.6% | +27.7% | +27.1% |
| 1Y | +27.5% | +9.8% | +17.8% | +18.7% |
| 3Y | +206.1% | +37.3% | +168.9% | +133.6% |
| 5Y | +281.0% | +116.4% | +164.6% | +103.6% |
| 10Y | +2,249.0% | +293.0% | +1,956.0% | +797.2% |
| All | +2,249.0% | +326.7% | +1,922.3% | +797.2% |
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