+157,277.0%
KLAC vs PCAR
+15,337.6%
+141,939.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.2% | +7.2% |
| 7D | +5.7% | -0.5% | +6.2% | +6.0% |
| 30D | -3.6% | -6.2% | +2.6% | -0.2% |
| 3M | -12.8% | +5.9% | -18.7% | -15.3% |
| 6M | +26.1% | +0.4% | +25.7% | +26.4% |
| YTD | +53.3% | +14.8% | +38.5% | +43.2% |
| 1Y | +113.7% | +30.1% | +83.6% | +86.3% |
| 3Y | +274.9% | +66.7% | +208.2% | +183.4% |
| 5Y | +470.1% | +166.1% | +304.0% | +237.8% |
| 10Y | +2,997.0% | +353.7% | +2,643.3% | +1,292.6% |
| All | +157,277.0% | +15,337.6% | +141,939.4% | +12,745.0% |
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