-28.2%
KLAC vs PCG
-25.1%
-3.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.0% | +8.7% | +6.9% |
| 7D | -12.3% | -1.6% | -10.7% | -12.1% |
| 30D | -29.6% | +1.4% | -31.0% | -29.7% |
| 3M | -28.2% | -23.4% | -4.9% | -27.4% |
| All | -28.2% | -25.1% | -3.2% | -27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling