+470.0%
KLAC vs PCG
+58.3%
+411.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.4% | +4.9% | +6.8% |
| 7D | +5.7% | -13.9% | +19.6% | +8.6% |
| 30D | -3.6% | -16.9% | +13.2% | -0.2% |
| 3M | -12.8% | -14.7% | +1.9% | -10.8% |
| 6M | +26.1% | -23.8% | +49.9% | +33.0% |
| YTD | +53.3% | -10.5% | +63.8% | +54.3% |
| 1Y | +113.7% | -5.1% | +118.8% | +110.6% |
| 3Y | +274.9% | -11.6% | +286.5% | +263.2% |
| All | +470.0% | +58.3% | +411.7% | +310.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling