+288.8%
KLAC vs PEGA
+48.1%
+240.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.2% | +6.0% | +2.3% |
| 7D | +10.6% | -2.4% | +13.0% | +10.9% |
| 30D | -4.5% | +9.6% | -14.1% | -5.7% |
| 3M | -10.3% | +2.3% | -12.6% | -10.7% |
| 6M | +40.9% | -23.9% | +64.8% | +46.9% |
| YTD | +56.1% | -39.8% | +95.9% | +69.3% |
| 1Y | +109.0% | -37.4% | +146.4% | +123.7% |
| 3Y | +288.8% | +53.1% | +235.7% | +246.9% |
| All | +288.8% | +48.1% | +240.8% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling