+31.9%
KLAC vs PCG
-20.7%
+52.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +21.2% | -2.0% | +23.2% | +21.2% |
| 30D | -14.5% | -2.7% | -11.8% | -14.6% |
| 3M | -24.4% | -25.1% | +0.7% | -25.1% |
| 6M | -12.9% | -22.3% | +9.4% | -13.2% |
| YTD | +29.9% | -18.5% | +48.4% | +36.9% |
| 1Y | +31.9% | -21.8% | +53.7% | +40.7% |
| All | +31.9% | -20.7% | +52.6% | +40.7% |
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 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