+489.1%
KLAC vs PCOR
-43.2%
+532.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +2.8% |
| 7D | +10.6% | -6.9% | +17.5% | +12.8% |
| 30D | -4.5% | -1.5% | -3.0% | -4.6% |
| 3M | -10.3% | +18.5% | -28.8% | -16.8% |
| 6M | +40.9% | -4.7% | +45.6% | +37.9% |
| YTD | +56.1% | -22.8% | +78.9% | +63.9% |
| 1Y | +109.0% | -20.7% | +129.8% | +115.1% |
| 3Y | +288.8% | -14.6% | +303.4% | +268.7% |
| 5Y | +489.1% | -40.7% | +529.9% | +469.8% |
| All | +489.1% | -43.2% | +532.3% | +469.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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