+195.3%
KLAC vs PCAR
+35.4%
+159.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +10.0% | +4.9% | +5.0% | +6.8% |
| 30D | -14.8% | -1.4% | -13.4% | -14.2% |
| 3M | -27.2% | -18.1% | -9.0% | -17.0% |
| 6M | -17.5% | -4.0% | -13.4% | -15.4% |
| YTD | +25.8% | -1.5% | +27.3% | +27.5% |
| 1Y | +31.8% | +13.2% | +18.6% | +22.7% |
| 3Y | +195.3% | +35.8% | +159.5% | +101.1% |
| All | +195.3% | +35.4% | +159.9% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling