+2,986.0%
KLAC vs PCG
-76.0%
+3,062.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.0% | -2.7% |
| 7D | +6.2% | +6.5% | -0.3% | +5.4% |
| 30D | -5.0% | -16.7% | +11.7% | -3.3% |
| 3M | -14.4% | -14.2% | -0.2% | -13.3% |
| 6M | +28.3% | -21.5% | +49.8% | +31.1% |
| YTD | +51.1% | -11.2% | +62.3% | +52.1% |
| 1Y | +100.4% | -4.2% | +104.6% | +99.6% |
| 3Y | +276.3% | -14.9% | +291.2% | +277.4% |
| 5Y | +452.1% | +54.2% | +397.8% | +416.7% |
| 10Y | +2,986.0% | -75.3% | +3,061.3% | +2,915.3% |
| All | +2,986.0% | -76.0% | +3,062.0% | +2,915.3% |
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