+113.7%
KLAC vs PCG
-6.6%
+120.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +7.4% |
| 7D | +5.7% | -13.9% | +19.6% | +5.5% |
| 30D | -3.6% | -16.9% | +13.2% | -3.7% |
| 3M | -12.8% | -14.7% | +1.9% | -12.7% |
| 6M | +26.1% | -23.8% | +49.9% | +26.9% |
| YTD | +53.3% | -10.5% | +63.8% | +57.2% |
| 1Y | +113.7% | -5.1% | +118.8% | +120.9% |
| All | +113.7% | -6.6% | +120.3% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling