+206.1%
KLAC vs PCG
-18.9%
+225.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +8.0% | +9.2% |
| 7D | -1.1% | -1.1% | -0.1% | -1.1% |
| 30D | -22.6% | +0.1% | -22.7% | -22.6% |
| 3M | -23.5% | -24.4% | +0.9% | -22.4% |
| 6M | -18.8% | -17.7% | -1.2% | -18.4% |
| YTD | +25.0% | -17.4% | +42.5% | +26.2% |
| 1Y | +27.5% | -19.4% | +46.9% | +29.2% |
| 3Y | +206.1% | -18.6% | +224.7% | +200.7% |
| All | +206.1% | -18.9% | +225.1% | +200.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling