+117,330.7%
KLAC vs PCAR
+12,524.9%
+104,805.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.4% | +9.1% | +8.0% |
| 7D | -12.3% | +0.1% | -12.4% | -12.5% |
| 30D | -29.6% | -4.6% | -25.1% | -28.1% |
| 3M | -28.2% | -22.6% | -5.7% | -18.2% |
| 6M | -23.6% | -12.0% | -11.6% | -18.4% |
| YTD | +14.4% | -6.1% | +20.5% | +18.3% |
| 1Y | +15.4% | +6.3% | +9.1% | +11.5% |
| 3Y | +184.3% | +31.8% | +152.5% | +142.5% |
| 5Y | +248.9% | +104.2% | +144.7% | +136.6% |
| 10Y | +2,076.9% | +302.9% | +1,774.0% | +941.2% |
| All | +117,330.7% | +12,524.9% | +104,805.8% | +10,506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling