+2,288.0%
KLAC vs PCG
-76.4%
+2,364.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -21.8% | +0.8% | -22.5% | -21.8% |
| 3M | -20.5% | -22.0% | +1.5% | -18.5% |
| 6M | -18.0% | -17.1% | -0.9% | -16.7% |
| YTD | +26.4% | -16.9% | +43.2% | +28.1% |
| 1Y | +26.3% | -19.1% | +45.4% | +28.4% |
| 3Y | +193.3% | -19.4% | +212.7% | +196.0% |
| 5Y | +297.2% | +9.0% | +288.2% | +285.6% |
| 10Y | +2,288.0% | -76.2% | +2,364.2% | +2,155.7% |
| All | +2,288.0% | -76.4% | +2,364.4% | +2,155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling