+128,260.5%
KLAC vs PCG
+87.6%
+128,172.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.3% | +8.0% | +9.1% |
| 7D | -1.1% | -1.1% | -0.1% | -1.0% |
| 30D | -22.6% | +0.1% | -22.7% | -22.6% |
| 3M | -23.5% | -24.4% | +0.9% | -20.6% |
| 6M | -18.8% | -17.7% | -1.2% | -17.1% |
| YTD | +25.0% | -17.4% | +42.5% | +27.4% |
| 1Y | +27.5% | -19.4% | +46.9% | +30.3% |
| 3Y | +206.1% | -18.6% | +224.7% | +209.3% |
| 5Y | +281.0% | +10.2% | +270.8% | +266.1% |
| 10Y | +2,249.0% | -76.7% | +2,325.7% | +2,314.1% |
| All | +128,260.5% | +87.6% | +128,172.9% | +67,566.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling