+113.7%
KLAC vs PEGA
-30.0%
+143.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.0% | +8.3% | +7.2% |
| 7D | +5.7% | +3.3% | +2.4% | +6.1% |
| 30D | -3.6% | +17.7% | -21.4% | -1.9% |
| 3M | -12.8% | +5.8% | -18.6% | -9.7% |
| 6M | +26.1% | -20.3% | +46.3% | +31.5% |
| YTD | +53.3% | -37.1% | +90.5% | +62.5% |
| 1Y | +113.7% | -30.2% | +143.9% | +120.2% |
| All | +113.7% | -30.0% | +143.7% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling