+298.6%
KLAC vs PCOR
-12.9%
+311.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +21.2% | +2.2% | +19.0% | +20.5% |
| 30D | -14.5% | +37.4% | -52.0% | -22.7% |
| 3M | -24.4% | +33.2% | -57.6% | -31.7% |
| 6M | -12.9% | +60.6% | -73.5% | -27.6% |
| YTD | +29.9% | +6.2% | +23.8% | +22.9% |
| 1Y | +31.9% | -1.1% | +33.0% | +28.5% |
| 3Y | +201.5% | +48.4% | +153.1% | +136.3% |
| 5Y | +298.6% | -13.1% | +311.7% | +243.7% |
| All | +298.6% | -12.9% | +311.5% | +243.7% |
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