+1,913.6%
KLAC vs PDD
+200.9%
+1,712.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.4% |
| 7D | +10.6% | -4.1% | +14.7% | +11.4% |
| 30D | -4.5% | -13.1% | +8.6% | -2.2% |
| 3M | -10.3% | -3.5% | -6.8% | -10.3% |
| 6M | +40.9% | -21.8% | +62.7% | +46.2% |
| YTD | +56.1% | -29.7% | +85.8% | +65.2% |
| 1Y | +109.0% | -36.2% | +145.2% | +125.3% |
| 3Y | +288.8% | -16.4% | +305.2% | +283.1% |
| 5Y | +489.1% | -23.8% | +513.0% | +435.2% |
| All | +1,913.6% | +200.9% | +1,712.6% | +1,212.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 10y: compounded portfolio wealth divided by compounded PDD 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…
10y analysis · Full analysis span regression · 6 months rolling