+252.2%
KLAC vs PCAR
+101.4%
+150.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +8.4% |
| 7D | -12.3% | +0.1% | -12.4% | -12.5% |
| 30D | -29.6% | -4.6% | -25.1% | -27.7% |
| 3M | -28.2% | -22.6% | -5.7% | -14.5% |
| 6M | -23.6% | -12.0% | -11.6% | -16.9% |
| YTD | +14.4% | -6.1% | +20.5% | +19.2% |
| 1Y | +15.4% | +6.3% | +9.1% | +10.2% |
| 3Y | +184.3% | +31.8% | +152.5% | +120.0% |
| All | +252.2% | +101.4% | +150.8% | +83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling