+195.3%
KLAC vs PEGA
+46.3%
+149.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.3% |
| 7D | +10.0% | +0.1% | +9.9% | +9.9% |
| 30D | -14.8% | -4.1% | -10.7% | -14.7% |
| 3M | -27.2% | -2.8% | -24.3% | -27.3% |
| 6M | -17.5% | -0.4% | -17.0% | -18.4% |
| YTD | +25.8% | -45.4% | +71.2% | +37.0% |
| 1Y | +31.8% | -42.6% | +74.4% | +41.9% |
| 3Y | +195.3% | +45.4% | +149.9% | +161.7% |
| All | +195.3% | +46.3% | +149.0% | +161.7% |
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