+523.8%
KLAC vs PCOR
-30.9%
+554.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -4.3% | +11.6% | +8.6% |
| 7D | +5.7% | -9.0% | +14.7% | +8.6% |
| 30D | -3.6% | +4.2% | -7.8% | -5.3% |
| 3M | -12.8% | +14.4% | -27.2% | -17.8% |
| 6M | +26.1% | +0.2% | +25.9% | +21.5% |
| YTD | +53.3% | -20.3% | +73.6% | +59.2% |
| 1Y | +113.7% | -16.1% | +129.8% | +115.6% |
| 3Y | +274.9% | -14.7% | +289.6% | +258.6% |
| 5Y | +470.1% | -43.2% | +513.3% | +437.7% |
| All | +523.8% | -30.9% | +554.7% | +490.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling